On dynamical systems perturbed by a null-recurrent fast motion: The continuous coefficient case with independent driving noises

Zsolt Pajor-Gyulai; Michael Salins

doi:10.1007/s10959-015-0600-5

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arXiv · 1410.4625

On dynamical systems perturbed by a null-recurrent fast motion: The continuous coefficient case with independent driving noises

Zsolt Pajor-Gyulai·Michael Salins

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Abstract

An ordinary differential equation perturbed by a null-recurrent diffusion will be considered in the case where the averaging type perturbation is strong only when a fast motion is close to the origin. The normal deviations of these solutions from the averaged motion are studied, and a central limit type theorem is proved. The limit process satisfies a linear equation driven by a Brownian motion time changed by the local time of the fast motion.

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Zsolt Pajor-Gyulai, Michael Salins. 2015-08-21. On dynamical systems perturbed by a null-recurrent fast motion: The continuous coefficient case with independent driving noises. https://doi.org/10.1007/s10959-015-0600-5

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