Title of article
Annealed large deviations for diffusions in a random Gaussian shear flow drift
Author/Authors
Castell، نويسنده , , F. and Pradeilles، نويسنده , , F.، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2001
Pages
27
From page
171
To page
197
Abstract
We prove a full large deviations principle for the one-dimensional laws of the diffusion process with random drift Xtε=ε2/3Wt+ε1/3∫0tV(Xsε/ε) ds, where V is a centered Gaussian shear flow random field independent of the Brownian W. The large deviations principle is an annealed one, that is integrated over the randomnesses of V and W.
Keywords
Diffusions in random media , Large deviations
Journal title
Stochastic Processes and their Applications
Serial Year
2001
Journal title
Stochastic Processes and their Applications
Record number
1576856
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