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

Pierre Mathieu

Stochastic Processes and their Applications, 1998, vol. 77, issue 1, 53-67

Abstract: 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.

Keywords: Random; media; Random; perturbations; of; dynamical; systems; Localisation; Sub-diffusivity (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (2)

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