Effective Diffusions with Intertwined Structures

DOI10.21711/231766362023/RMC588MaRDI QIDQ6232340zbMATH OpenFDO

Authors Xuemei Li

Publication date 15 April 2012

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Linear and affine connections (53B05) Diffusion processes and stochastic analysis on manifolds (58J65) Random dynamical systems (37Hxx)

Abstract: Let p:N->M be a surjective map of smooth manifolds. We are concerned with singular perturbation problems associated to a pair of second order positive definite differential operators with no zero order terms, that are intertwined by p. We discuss the associated random perturbations of stochastic differential equations and present a number of examples including perturbation to geodesic flows and construction of a Brownian motion on S^2 through homogenisation of SDE's on the Hopf fibration.

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