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On random perturbations of dynamical systems and diffusions with a Brownian potential in dimension one

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  • Mathieu, Pierre

Abstract

We study different examples of singular perturbations of one-dimensional stochastic differential equations. We derive limit theorems for random perturbations of dynamical systems and diffusions in a random environment.

Suggested Citation

  • Mathieu, Pierre, 1998. "On random perturbations of dynamical systems and diffusions with a Brownian potential in dimension one," Stochastic Processes and their Applications, Elsevier, vol. 77(1), pages 53-67, September.
    • Handle: RePEc:eee:spapps:v:77:y:1998:i:1:p:53-67
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    References listed on IDEAS

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    1. Mathieu, Pierre, 1995. "Limit theorems for diffusions with a random potential," Stochastic Processes and their Applications, Elsevier, vol. 60(1), pages 103-111, November.
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    Cited by:

    1. Hu, Yueyun, 2000. "Tightness of localization and return time in random environment," Stochastic Processes and their Applications, Elsevier, vol. 86(1), pages 81-101, March.
    2. Shi, Zhan, 1998. "A local time curiosity in random environment," Stochastic Processes and their Applications, Elsevier, vol. 76(2), pages 231-250, August.

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