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arxiv: 1203.5092 · v2 · pith:NDETEN36new · submitted 2012-03-22 · 🧮 math.PR · math.AP

Random perturbations of dynamical systems with reflecting boundary and corresponding PDE with a small parameter

classification 🧮 math.PR math.AP
keywords asymptoticbehaviorboundarycorrespondingdiffusionprocesssmallco-normal
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We study the asymptotic behavior of a diffusion process with small diffusion in a domain $D$. This process is reflected at $\partial D$ with respect to a co-normal direction pointing inside $D$. Our asymptotic result is used to study the long time behavior of the solution of the corresponding parabolic PDE with Neumann boundary condition.

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