Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 5 of 5 for “"martingale problem"”.
-
A Problem From Hamiltonian Mechanics With Time -Periodic Coefficients, Small Noise, and Degeneracy
… diffusion coefficients are of order 1. Using the martingale-problem approach and separating the time scales, we average the system to show convergence to a Markov process on a stratified space. The averaging combines the deterministic time averaging of periodic coefficient, and the stochastic …
-
Two-Time-Scale Systems In Continuous Time With Regime Switching And Their Applications
… We use the idea of relaxed control and mean of martingale formulation to show a weak convergence result. </p> <p>The first chapter is devoted to the study of stochastic Li´enard equations with random switching. The motivation of our study stems from modeling of complex systems in which both …
-
Stochastic Averaging for Mechanical Systems
… modern stochastic averaging theory based on the martingale problem is necessary. Bifurcations in the fast deterministic dynamics, it is seen, are associated with gluing boundary conditions in the averaged systems. Second, the two mechanical systems have three intrinsic timescales whereas …
-
Random perturbations of delay differential equations at the verge of instability and periodically driven nonlinear oscillators
First part of this thesis (chapters 1-5) studies the effect of small noise perturbations on delay differential equations (DDE) whose fixed point is on the verge of instability. With appropriate scaling of coordinates, the dynamics close to the fixed point can be cast in the form of a linear DDE …