On random perturbations of dynamical systems and diffusions with a Brownian potential in dimension one

We study different examples of singular perturbations of one-dimensional stochastic differential equations. We derive limit theorems for random perturbations of dynamical systems and diffusions in a random environment.

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Year of publication:	1998
Authors:	Mathieu, Pierre
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 77.1998, 1, p. 53-67
Publisher:	Elsevier
Keywords:	Random media Random perturbations of dynamical systems Localisation Sub-diffusivity

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008874767