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
Pages :
29
From page :
1
To page :
29
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
Serial Year :
2003
Journal title :
Stochastic Processes and their Applications
Record number :
1577154
Link To Document :
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