A number of asymptotic problems for "classical" stochastic processes leads to diffusion processes on graphs. In this paper we study several such examples and develop a general technique for these problems. Diffusion in narrow tubes, processes with fast transmutations and small random perturbations of Hamiltonian systems are studied.
Publié le : 1993-10-14
Classification:
Averaging principle,
diffusion on graphs,
perturbations of Hamiltonian systems,
60H10,
58G32
@article{1176989018,
author = {Freidlin, Mark I. and Wentzell, Alexander D.},
title = {Diffusion Processes on Graphs and the Averaging Principle},
journal = {Ann. Probab.},
volume = {21},
number = {4},
year = {1993},
pages = { 2215-2245},
language = {en},
url = {http://dml.mathdoc.fr/item/1176989018}
}
Freidlin, Mark I.; Wentzell, Alexander D. Diffusion Processes on Graphs and the Averaging Principle. Ann. Probab., Tome 21 (1993) no. 4, pp. 2215-2245. http://gdmltest.u-ga.fr/item/1176989018/