AN AVERAGING PRINCIPLE FOR DIFFUSIONS IN FOLIATED SPACES

Autor(es)

Gonzales-Gargate, Ivan I. ^[1] ; Ruffino, Paulo R. ^[1]

Afiliação do(s) autor(es)

^[1] Univ Estadual Campinas, Dept Matemat, BR-13083859 Campinas, SP - Brazil

• Tipo de documento: Artigo Científico
• Fonte: ANNALS OF PROBABILITY; v. 44, n. 1, p. 567-588, JAN 2016.
• Citações Web of Science: 6

Resumo

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. (AU)

• Processo FAPESP: 12/03992-1 - Dinâmica e geometria de fluxos estocásticos
• Beneficiário: Paulo Regis Caron Ruffino
• Modalidade de apoio: Bolsas no Exterior - Pesquisa
• Processo FAPESP: 11/50151-0 - Fenômenos dinâmicos em redes complexas: fundamentos e aplicações
• Beneficiário: Elbert Einstein Nehrer Macau
• Modalidade de apoio: Auxílio à Pesquisa - Temático