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Diffusion processes on an open book and the averaging principle

  • Published:2004-09 Issue:1 Volume:113 Page:101-126
  • ISSN:0304-4149
  • Container-title:Stochastic Processes and their Applications
  • language:en
  • Short-container-title:Stochastic Processes and their Applications

Author:

Freidlin M.I,Wentzell A.D

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference9 articles.

1. On stochastic behavior of perturbed Hamiltonian systems;Brin;Ergodic Theory Dyn. Systems,2000

2. Markov Processes: Characterization and Convergence;Ethier,1986

3. Diffusion processes on graphs and the averaging principle;Freidlin;Ann. Probab.,1993

4. Freidlin, M.I., Wentzell, A.D., 1994. Random Perturbations of Hamiltonian Systems. Memoirs of American Mathematical Society, Vol. 523. AMS, Providence, RI. 82 pp.

5. Random Perturbations of Dynamical Systems;Freidlin,1998

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