Autonomous Stochastic Perturbations of Dynamical Systems

作者: Mark Freidlin

DOI: 10.1023/A:1025796307749

关键词: Mathematical analysisDynamical systems theorySlow motionStatistical physicsStochastic processPartial differential equationHamiltonian systemMathematicsLimiting

摘要: Long-time effects of autonomous stochastic perturbations Hamiltonian systems are considered. In particular, these allow us to obtain the averaging principle for deterministic in case Hamiltonians with many critical points. The limiting slow motion this is a process even when system and purely deterministic.

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