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

preprint2012arXivOpen access

Abstract

We study the asymptotic behavior of a diffusion process with small diffusion in a domain DD. This process is reflected at ∂D\partial D with respect to a co-normal direction pointing inside DD. 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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