Title of article :
Quenched large deviations for diffusions in a random Gaussian shear flow drift
Author/Authors :
Asselah، نويسنده , , A. and Castell، نويسنده , , F.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2003
Abstract :
We prove a full large deviations principle in large time, for a diffusion process with random drift Xt=Wt+∫0tV(Xs) ds, where V is a centered Gaussian shear flow random field independent of the Brownian W. The large deviations principle is established in a “quenched” setting, i.e. is valid almost surely in the randomness of V.
Keywords :
Diffusions in random media , Large deviations , Parabolic Anderson model
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications