On dynamical systems perturbed by a null-recurrent fast motion: The continuous coefficient case with independent driving noises
Probability
2015-08-24 v3
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.
Cite
@article{arxiv.1410.4625,
title = {On dynamical systems perturbed by a null-recurrent fast motion: The continuous coefficient case with independent driving noises},
author = {Zsolt Pajor-Gyulai and Michael Salins},
journal= {arXiv preprint arXiv:1410.4625},
year = {2015}
}
Comments
15 pages, 1 figure Corollary 2.4 fixed