On Dynamical Systems Perturbed by a Null-Recurrent Fast Motion: The Continuous Coefficient Case with Independent Driving Noises

Zsolt Pajor-Gyulai () and Michael Salins ()
Additional contact information
Zsolt Pajor-Gyulai: University of Maryland, College Park
Michael Salins: University of Maryland, College Park

Journal of Theoretical Probability, 2016, vol. 29, issue 3, 1083-1099

Abstract: Abstract An ordinary differential equation perturbed by a null-recurrent diffusion will be considered in the case where the averaging type perturbation is strong only when a fast motion is close to the origin. The normal deviations of these solutions from the averaged motion are studied, and a central limit type theorem is proved. The limit process satisfies a linear equation driven by a Brownian motion time changed by the local time of the fast motion.

Keywords: Averaging; Null-recurrent fast motion; Brownian local time; Normal deviations; 60H10; 60J60; 60F05 (search for similar items in EconPapers)
Date: 2016
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1007/s10959-015-0600-5 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:jotpro:v:29:y:2016:i:3:d:10.1007_s10959-015-0600-5

Ordering information: This journal article can be ordered from
https://www.springer.com/journal/10959

DOI: 10.1007/s10959-015-0600-5

Access Statistics for this article

Journal of Theoretical Probability is currently edited by Andrea Monica

More articles in Journal of Theoretical Probability from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().