An averaging principle for stochastic flows and convergence of non-symmetric Dirichlet forms

DOI10.1007/S11118-020-09893-XzbMATH Open1496.60094arXiv2003.07587OpenAlexW3166782343MaRDI QIDQ2118843FDOQ2118843

Authors: Florent Barret, Olivier Raimond 

Publication date: 23 March 2022

Published in: Potential Analysis (Search for Journal in Brave)

Abstract: We study diffusion processes and stochastic flows which are time-changed random perturbations of a deterministic flow on a manifold. Using non-symmetric Dirichlet forms and their convergence in a sense close to the Mosco-convergence, we prove that, as the deterministic flow is accelerated, the diffusion process converges in law to a diffusion defined on a different space. This averaging principle also holds at the level of the flows. Our contributions in this article include: a proof of an original averaging principle for stochastic flows of kernels; the definition and study of a convergence of sequences of non-symmetric bilinear forms defined on different spaces; the study of weighted Sobolev spaces on metric graphs or "books".

Full work available at URL: https://arxiv.org/abs/2003.07587

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zbMATH Keywords

averaging principlestochastic flowsMosco-convergencenon-symmetric Dirichlet forms

Mathematics Subject Classification ID

Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65) Dirichlet form methods in Markov processes (60J46)

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