Asymptotic Analysis of Nonlinear Stochastic Equations With Rapidly Oscillating and Decaying Components
Keyword(s):
We consider a noisy n-dimensional nonlinear dynamical system containing rapidly oscillating and decaying components. We extend the results of Papanicolaou and Kohler and Namachchivaya and Lin; these results state that as the noise becomes smaller, a lower dimensional Markov process characterizes the limiting behavior. Our approach springs from a direct consideration of the martingale problem and considers both quadratic and cubic nonlinearities.
2003 ◽
Vol 60
(7-9)
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pp. 137-149
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Keyword(s):
2017 ◽
Vol 29
(4)
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pp. 1643-1659
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Keyword(s):
2017 ◽
Vol 2017
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pp. 1-9
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2001 ◽