Teoriâ veroâtnostej i ee primeneniâ, Tome 18 (1973) no. 3, pp. 505-514
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V. N. Dubrovsky. On small random perturbations of a second order differential equation. Teoriâ veroâtnostej i ee primeneniâ, Tome 18 (1973) no. 3, pp. 505-514. http://geodesic.mathdoc.fr/item/TVP_1973_18_3_a5/
@article{TVP_1973_18_3_a5,
author = {V. N. Dubrovsky},
title = {On small random perturbations of a~second order differential equation},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {505--514},
year = {1973},
volume = {18},
number = {3},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1973_18_3_a5/}
}
TY - JOUR
AU - V. N. Dubrovsky
TI - On small random perturbations of a second order differential equation
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1973
SP - 505
EP - 514
VL - 18
IS - 3
UR - http://geodesic.mathdoc.fr/item/TVP_1973_18_3_a5/
LA - ru
ID - TVP_1973_18_3_a5
ER -
%0 Journal Article
%A V. N. Dubrovsky
%T On small random perturbations of a second order differential equation
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1973
%P 505-514
%V 18
%N 3
%U http://geodesic.mathdoc.fr/item/TVP_1973_18_3_a5/
%G ru
%F TVP_1973_18_3_a5
The paper deals with limiting behaviour of an invariant measure of the diffusion process obtained on the plane when a dynamical system corresponding to some second order differential equation is disturbed by white noise with a small coefficient. It is shown that the theorem proved in the case of a non-degenerate process on a compact manifold in [1] is also true (with certain changes) in the case under consideration.