Displaying similar documents to “Surface stretching for Ornstein Uhlenbeck velocity fields.”

Averaging method for differential equations perturbed by dynamical systems

Françoise Pène (2002)

ESAIM: Probability and Statistics

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In this paper, we are interested in the asymptotical behavior of the error between the solution of a differential equation perturbed by a flow (or by a transformation) and the solution of the associated averaged differential equation. The main part of this redaction is devoted to the ascertainment of results of convergence in distribution analogous to those obtained in [10] and [11]. As in [11], we shall use a representation by a suspension flow over a dynamical system. Here, we make...

Limit theorems for number of diffusion processes, which did not absorb by boundaries

Aniello Fedullo, Vitalii Gasanenko (2006)

Open Mathematics

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We have random number of independent diffusion processes with absorption on boundaries in some region at initial time t = 0. The initial numbers and positions of processes in region is defined by the Poisson random measure. It is required to estimate the number of the unabsorbed processes for the fixed time τ > 0. The Poisson random measure depends on τ and τ → ∞.