Averaging along Lévy diffusions in foliated spaces
We consider an SDE driven by a Lévy noise on a foliated manifold, whose trajectories stay on compact leaves. We determine the effective behavior of the system subject to a small smooth transversal perturbation of positive order epsilon. More precisely, we show that the average of the transversal com...
Main Authors: | , |
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Format: | Others |
Language: | English |
Published: |
Universität Potsdam
2013
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Subjects: | |
Online Access: | http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-64926 http://opus.kobv.de/ubp/volltexte/2013/6492/ |