Diffusion processes on graphs and the averaging principle (Q1317241): Difference between revisions

Some examples of asymptotic problems leading to diffusion processes on graphs are discussed. A general technique for this kind of problems is developed. The approach uses the martingale-problem method, adapted to fit non-differentiable structures. The problems considered include processes with a fast discrete component, diffusions in narrow tubes, and small random perturbations of Hamiltonian systems.