An Averaging Result for Random Differential Equations
Nathan Intrator · 1990
Abstract : This paper concerns differential equations which contain strong mixing random processes. The solution process is shown to be well approximated by a deterministic trajectory, over an infinite time interval, using the interplay between the rate of fluctuations of the random process and the rate of the psi mixing. An application of the result is given for analyzing synaptic modifications in Neural Networks. (kr)