Effective Diffusions with Intertwined Structures
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Publication:6232340
DOI10.21711/231766362023/RMC588arXiv1204.3250MaRDI QIDQ6232340FDOQ6232340
Authors: Xuemei Li 
Publication date: 15 April 2012
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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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)
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