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arxiv: 1212.1587 · v5 · pith:RCD67TZ5new · submitted 2012-12-07 · 🧮 math.DS · math.PR

An averaging principle for diffusions in foliated spaces

classification 🧮 math.DS math.PR
keywords leavesaveragefoliatedprincipletransversalvarepsilonaccordingapproaches
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Consider an SDE on a foliated manifold whose trajectories lay on compact leaves. We investigate the effective behavior of a small transversal perturbation of order $\varepsilon$. An average principle is shown to hold such that the component transversal to the leaves converges to the solution of a deterministic ODE, according to the average of the perturbing vector field with respect to invariant measures on the leaves, as $\varepsilon$ goes to zero. An estimate of the rate of convergence is given. These results generalize the geometrical scope of previous approaches, including completely integrable stochastic Hamiltonian system.

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