Random perturbations of dynamical systems with reflecting boundary and corresponding PDE with a small parameter

Details Random perturbations of dynamical systems with reflecting boundary and corresponding PDE with a small parameter Random perturbations of dynamical systems with reflecting boundary and corresponding PDE with a small parameter

2012-03-22

arxiv.org/abs/1203.5092v1

Mathematics

Probability

17 pages, 1 figure, comments are welcome

Scientific paper

We study the asymptotic behavior of a diffusion process with small diffusion
in a domain $D$. This process is reflected at $\partial D$ with respect to a
co-normal direction pointing inside $D$. Our asymptotic result is used to study
the long time behavior of the solution of the corresponding parabolic PDE with
Neumann boundary condition.

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