Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/326531
Type: Artigo
Title: An Averaging Principle For Diffusions In Foliated Spaces
Author: Gonzales-Gargate
Ivan I.; Ruffino
Paulo R.
Abstract: Consider an SDE on a foliated manifold whose trajectories lay on compact leaves. We investigate the effective behavior of a small transversal perturbation of order epsilon. An average principle is shown to hold such that the component transversal to the leaves converges to the solution of a deterministic ODE, according to the average of the perturbing vector field with respect to invariant measures on the leaves, as a goes to zero. An estimate of the rate of convergence is given. These results generalize the geometrical scope of previous approaches, including completely integrable stochastic Hamiltonian system.
Subject: Averaging Principle
Foliated Diffusion
Rescaled Stochastic Systems
Stochastic Flows
Editor: Inst Mathematical Statistics
Cleveland
Rights: aberto
Identifier DOI: 10.1214/14-AOP982
Address: https://projecteuclid.ez88.periodicos.capes.gov.br/euclid.aop/1454423050
Date Issue: 2016
Appears in Collections:Unicamp - Artigos e Outros Documentos

Files in This Item:
File SizeFormat 
000370985700017.pdf206.03 kBAdobe PDFView/Open


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.