Averaging principle for diffusion processes via Dirichlet forms
From MaRDI portal
Publication:471043
DOI10.1007/S11118-014-9405-XzbMath1317.60095arXiv1307.4248OpenAlexW2067886891MaRDI QIDQ471043
Florent Barret, Max-K. von Renesse
Publication date: 13 November 2014
Published in: Potential Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1307.4248
Brownian motion (60J65) Diffusion processes (60J60) Probabilistic potential theory (60J45) Averaging method for ordinary differential equations (34C29) Systems with slow and fast motions for nonlinear problems in mechanics (70K70)
Related Items (3)
Variational approach to coarse-graining of generalized gradient flows ⋮ Rough homogenisation with fractional dynamics ⋮ An averaging principle for stochastic flows and convergence of non-symmetric Dirichlet forms
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Dirichlet forms for singular one-dimensional operators and on graphs
- Convergence of non-symmetric forms
- Diffusion processes on graphs and the averaging principle
- Random perturbations of dynamical systems and diffusion processes with conservation laws
- On random perturbations of Hamiltonian systems with many degrees of freedom.
- Diffusion processes on graphs: Stochastic differential equations, large deviation principle
- Convergence of spectral structures: a functional analytic theory and its applications to spectral geometry
- Diffusion processes on an open book and the averaging principle
- Brownian motions on metric graphs
- Random Perturbations of Dynamical Systems
- Random perturbations of Hamiltonian systems
- Convergence of Dirichlet forms with changing speed measures on ℝ d
- Diffusion Processes in One Dimension
This page was built for publication: Averaging principle for diffusion processes via Dirichlet forms
