Zero white noise limit through Dirichlet forms, with application to diffusions in a random medium (Q1333585)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Zero white noise limit through Dirichlet forms, with application to diffusions in a random medium
scientific article

    Statements

    Zero white noise limit through Dirichlet forms, with application to diffusions in a random medium (English)
    0 references
    0 references
    0 references
    13 October 1994
    0 references
    We study the zero white noise limit for diffusions in the continuous multidimensional medium: given a continuous function on \(\mathbb{R}^ n\), \(W\), we consider diffusions whose drift term is the gradient of \(W\) and whose diffusion coefficient is constant equal to \(\varepsilon\). We describe the asymptotics of the exit time from a domain and of the law of the process when \(\varepsilon\) tends to zero. By applying these results to a random self-similar medium \(W\) we prove limit theorems for a diffusion in a random medium. Our theorems agree with results usually proved through the large deviation principle, although, in our setup, this last tool is not available. We extend to the multidimensional case properties of diffusions in a random medium already known in one dimension.
    0 references
    0 references
    0 references
    0 references
    0 references
    zero white noise limit
    0 references
    exit time
    0 references
    random self-similar medium
    0 references
    large deviation principle
    0 references
    multidimensional case
    0 references