An averaging principle for integrable stochastic Hamiltonian systems
Consider a stochastic differential equation whose diffusion vector fields are formed from an integrable family of Hamiltonian functions Hi, i = 1, . . . n. We investigate the effect of a small transversal perturbation of order to such a system. An averaging principle is shown to hold for this system...
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Format: | Default Preprint |
Published: |
2006
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Online Access: | https://hdl.handle.net/2134/2439 |
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