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Moderate Deviation Principle for dynamical systems with small random perturbation
Freidlin-Wentzell’s theorem large deviations moderate deviations Talagrand’s transportation inequality
2011/9/14
Abstract: Consider the stochastic differential equation in $\rr^d$
dX^{\e}_t&=b(X^{\e}_t)dt+\sqrt{\e}\sigma(X^\e_t)dB_t
X^{\e}_0&=x_0,\quad x_0\in\rr^d
where $b:\rr^d\rightarrow\rr^d$ is $C^1$ s...
We study the effect of a random perturbation on a one-parameter family of dynamical systems whose behavior in the absence of perturbation is ill understood.We provide conditions under which the pertur...
Positive Lyapunov exponent by a random perturbation
Lyapunov exponent random perturbation
2010/12/28
We study the effect of a random perturbation on a one-parameter family of dynamical systems whose behavior in the absence of perturbation is ill understood.We provide conditions under which the pertur...
Motion of a Rigid Body under Random Perturbation
rigid body stochastic dierential equation rotation group compact Lie group
2009/4/27
We use stochastic analysis to study the random motion of a rigid body under a white noise perturbation. We obtain a formula for the angular velocity in an average sense and discuss the stability near ...