Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/87095
Type: Artigo de periódico
Title: Averaging Along Foliated Lévy Diffusions
Author: Hogele M.
Ruffino P.
Abstract: This article studies the dynamics of the strong solution of a SDE driven by a discontinuous Lévy process taking values in a smooth foliated manifold with compact leaves. It is assumed that it is foliated in the sense that its trajectories stay on the leaf of their initial value for all times almost surely. Under a generic ergodicity assumption for each leaf, we determine the effective behaviour of the system subject to a small smooth perturbation of order ε>0, which acts transversal to the leaves. The main result states that, on average, the transversal component of the perturbed SDE converges uniformly to the solution of a deterministic ODE as ε tends to zero. This transversal ODE is generated by the average of the perturbing vector field with respect to the invariant measures of the unperturbed system and varies with the transversal height of the leaves. We give upper bounds for the rates of convergence and illustrate these results for the random rotations on the circle. This article complements the results by Gonzales and Ruffino for SDEs of Stratonovich type to general Lévy driven SDEs of Marcus type.
Editor: Elsevier Ltd
Rights: fechado
Identifier DOI: 10.1016/j.na.2014.09.006
Address: http://www.scopus.com/inward/record.url?eid=2-s2.0-84907509008&partnerID=40&md5=0359148fbff53ea9d2ecfdd7927f4adb
Date Issue: 2014
Appears in Collections:Unicamp - Artigos e Outros Documentos

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