FAST OSCILLATING RANDOM PERTURBATIONS OF DYNAMICAL-SYSTEMS WITH CONSERVATION-LAWS

Authors
BORODIN AN FREIDLIN MI
Citation
An. Borodin et Mi. Freidlin, FAST OSCILLATING RANDOM PERTURBATIONS OF DYNAMICAL-SYSTEMS WITH CONSERVATION-LAWS, Annales de l'I.H.P. Probabilites et statistiques, 31(3), 1995, pp. 485-525
Citations number
12
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Annales de l'I.H.P. Probabilites et statistiques → ACNP
ISSN journal
02460203
Volume
31
Issue
3
Year of publication
1995
Pages
485 - 525
Database
ISI
SICI code
0246-0203(1995)31:3<485:FORPOD>2.0.ZU;2-F
Abstract
We consider fast oscillating random perturbations of dynamical systems with first integrals. We prove that if the dynamical system is ergodi c in the subset of the phase space where the first integrals are const ants, then the evolution of the first integrals in a proper time scale is described by a diffusion process.