Diffusion Approximation for Transport Equations with Dissipative Drifts for Time Dependent Coefficients

arXiv2211.03839MaRDI QIDQ6416441FDOQ6416441

Authors: Luca Di Persio, Yuri Kondratiev, Viktorya Vardanyan 

Publication date: 7 November 2022

Abstract: We consider a generalization of classical results of Freidlin and Wentzell to the case of time dependent dissipative drifts. We show the convergence of diffusions with multiplicative noise in the zero limit of a diffusivity parameter to the related dynamical systems. The solution to the associated transport equation is obtained as an application.

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60) Brownian motion (60J65) Perturbations of ordinary differential equations (34D10) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Height functions; Green functions; invariant measures in arithmetic and non-Archimedean dynamical systems (37P30) Transport equations (35Q49)

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