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White noise limits for discrete dynamical systems driven by fast deterministic dynamics
| Content Provider | Semantic Scholar |
|---|---|
| Author | Givon, Dror Kupferman, Raz |
| Copyright Year | 2003 |
| Abstract | We study a class of singularly perturbed dynamical systems that have fast and slow components, 1 being the fast to slow timescale ratio. The fast components are governed by a strongly mixing discrete map, which is iterated at time intervals . The slow components are governed by a /rst-order /nite-di0erence equation that uses a time step . As tends to zero, the fast components may be eliminated, giving rise to SDEs for the slow components. The emerging stochastic calculus is, in the general case, of neither Itô nor Stratonovich type, but depends on the correlation time of the mixing process. c © 2003 Elsevier B.V. All rights reserved. PACS: 05.40.−a |
| File Format | PDF HTM / HTML |
| Alternate Webpage(s) | http://www.ma.huji.ac.il/~razk/Publications/PDF/GK04.pdf |
| Language | English |
| Access Restriction | Open |
| Subject Keyword | Arabic numeral 0 Calculi Dynamical system Iteration Mixing (mathematics) Picture archiving and communication system White noise |
| Content Type | Text |
| Resource Type | Article |
