An averaging principle for diffusions in foliated spaces

Citation
I. Gonzales-gargate, Ivan et R. Ruffino, Paulo, An averaging principle for diffusions in foliated spaces, Annals of probability (Online) , 44(1), 2016, pp. 567-588
ISSN journal
2168894X
Volume
44
Issue
1
Year of publication
2016
Pages
567 - 588
Database
ACNP
SICI code
Abstract
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 .. 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 . 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.