An averaging principle for stochastic differential equations
| Full text | |
| Author(s): |
Ruffino, Paulo R.
[1]
Total Authors: 1
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| Affiliation: | [1] Univ Estadual Campinas, Dept Matemat, BR-13083859 Campinas, SP - Brazil
Total Affiliations: 1
|
| Document type: | Journal article |
| Source: | Electronic Communications in Probability; v. 20, MAR 20 2015. |
| Web of Science Citations: | 0 |
| Abstract | |
We consider an epsilon K transversal perturbing vector field in a foliated Brownian motion defined in a foliated tubular neighbourhood of an embedded compact submanifold in R-3. We study the effective behaviour of the system under this epsilon perturbation. If the perturbing vector field K is proportional to the Gaussian curvature at the corresponding leaf, we have that the transversal component, after rescaling the time by t/epsilon, approaches a linear increasing behaviour proportional to the Euler characteristic of M, as epsilon goes to zero. An estimate of the rate of convergence is presented. (AU) | |
| FAPESP's process: | 11/50151-0 - Dynamical phenomena in complex networks: fundamentals and applications |
| Grantee: | Elbert Einstein Nehrer Macau |
| Support type: | Research Projects - Thematic Grants |
| FAPESP's process: | 12/18780-0 - Geometry of control systems, dynamical and stochastics systems |
| Grantee: | Marco Antônio Teixeira |
| Support type: | Research Projects - Thematic Grants |