Artículos de revistas
An Averaging Principle For Diffusions In Foliated Spaces
Registro en:
Annals Of Probability. Inst Mathematical Statistics, v. 44, p. 567 - 588, 2016.
0091-1798
WOS:000370985700017
10.1214/14-AOP982
Autor
Gonzales-Gargate
Ivan I.; Ruffino
Paulo R.
Institución
Resumen
Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) 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. 44 1 567 588 CNPq [555241/2009-2] FAPESP [11/50151-0, 12/03992-1] Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)