• 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