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As an illustrative example, consider a modified O-U process $dX_t = -X_tdt + \exp(-t)dW_t$. It is not too hard to understand that after a while the behaviour is dominated by the deterministic ...

Let $x\mapsto g(x)$ be a centered gaussian random field on $\mathbb R^m$. Let $x_0 \in \mathbb R^n$, and (assuming regularity conditions) consider the gradient-flow $$ \dot{x}(t) = -\nabla g(x(t)), \;...

Let $G=(G(x))_{x \in \mathbb R^m}$ be a conservative random field with values in $\mathbb R^m$, for large positive integer $m$. That is, there exists a scalar random field $g=(g(x))_{x \in \mathbb R^m}...