Analysis of white noise limits for stochastic systems with two fast relaxation times

Multiscale Modeling and Simulation

Volumn 4, Issue 1, 2005, Pages 1-35

  Pavliotis, G A ^a,b   Stuart, A M ^a  

^a UNIVERSITY OF WARWICK   (United Kingdom)

^b IMPERIAL COLLEGE LONDON   (United Kingdom)

Author keywords

Kraichnan model; Ornstein Uhlenbeck process; White noise limits; Wong Zakai theorem

Indexed keywords

ASYMPTOTIC STABILITY; EQUATIONS OF MOTION; INTEGRAL EQUATIONS; MATHEMATICAL MODELS; PERTURBATION TECHNIQUES; WHITE NOISE;

FAST RELAXATION TIMES; KRAICHNAN MODEL; ORNSTEIN-UHLENBECK PROCESS; STOCHASTIC SYSTEMS; WHITE NOISE LIMITS; WONG-ZAKAI THEOREM;

RANDOM PROCESSES;

EID: 24044544545     PISSN: 15403459     EISSN: 15403467     Source Type: Journal    
DOI: 10.1137/040610507     Document Type: Article

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