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Teoriya Veroyatnostei i ee Primeneniya, 1973, Volume 18, Issue 3, Pages 505–514
(Mi tvp2723)
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This article is cited in 1 scientific paper (total in 1 paper)
On small random perturbations of a second order differential equation
V. N. Dubrovsky Moscow
Abstract:
The paper deals with limiting behaviour of an invariant measure of the diffusion process obtained on the plane when a dynamical system corresponding to some second order differential equation is disturbed by white noise with a small coefficient. It is shown that the theorem proved in the case of a non-degenerate process on a compact manifold in [1] is also true (with certain changes) in the case under consideration.
Received: 29.02.1972
Citation:
V. N. Dubrovsky, “On small random perturbations of a second order differential equation”, Teor. Veroyatnost. i Primenen., 18:3 (1973), 505–514; Theory Probab. Appl., 18:3 (1974), 476–485
Linking options:
https://www.mathnet.ru/eng/tvp2723 https://www.mathnet.ru/eng/tvp/v18/i3/p505
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