论文标题

一个平均原理,用于随机流和非对称迪里奇的收敛性

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

论文作者

Barret, Florent, Raimond, Olivier

论文摘要

我们研究了歧管上确定性流动的时间变化的随机扰动。在接近Mosco-Convergence的意义上,使用非对称的Dirichlet形式及其收敛性,我们证明,随着确定性流的加速,法律中的扩散过程会收敛到在不同空间上定义的扩散。该平均原理也保持在流量的水平。我们在本文中的贡献包括:证明内核随机流的原始原理的证明;在不同空间上定义的非对称双线性形式序列的融合的定义和研究;在公制图或“书籍”上对加权Sobolev空间的研究。

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".

扫码加入交流群

加入微信交流群

微信交流群二维码

扫码加入学术交流群,获取更多资源