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  • Diffusion Approximation for...
    Freidlin, M. I.; Wentzell, A. D.

    Journal of statistical physics, 03/2021, Letnik: 182, Številka: 3
    Journal Article

    We consider fast oscillating random perturbations of dynamical systems in regions where one can introduce action-angle-type coordinates. In an appropriate time scale, the evolution of first integrals, under the assumption that the set of resonance tori is small enough, is approximated by a diffusion process. If action-angle coordinates can be introduced only piece-wise, the limiting diffusion process should be considered on an open-book space. Such a process can be described by differential operators, one in each page, supplemented by some gluing conditions at the binding of the open book.