White noise limits for discrete dynamical systems driven by fast deterministic dynamics

@inproceedings{Givon2003WhiteNL,
  title={White noise limits for discrete dynamical systems driven by fast deterministic dynamics},
  author={Dror Givon and Raz Kupferman},
  year={2003}
}
We study a class of singularly perturbed dynamical systems that have fast and slow components, 1 being the fast to slow timescale ratio. The fast components are governed by a strongly mixing discrete map, which is iterated at time intervals . The slow components are governed by a /rst-order /nite-di0erence equation that uses a time step . As tends to zero, the fast components may be eliminated, giving rise to SDEs for the slow components. The emerging stochastic calculus is, in the general case… CONTINUE READING