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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1973 Volume 18, Issue 3, Pages 505–514 (Mi tvp2723)

This article is cited in 1 paper

On small random perturbations of a second order differential equation

V. N. Dubrovsky

Moscow

Abstract: The paper deals with limiting behaviour of an invariant measure of the diffusion process obtained on the plane when a dynamical system corresponding to some second order differential equation is disturbed by white noise with a small coefficient. It is shown that the theorem proved in the case of a non-degenerate process on a compact manifold in [1] is also true (with certain changes) in the case under consideration.

Received: 29.02.1972


 English version:
Theory of Probability and its Applications, 1974, 18:3, 476–485

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