Quenched large deviations for diffusions in a random Gaussian shear flow drift
Quenched large deviations for diffusions in a random Gaussian shear flow drift
复制标题
随机高斯剪切流漂移中扩散的淬火大偏差
DOI：
10.1016/s0304-4149(02)00183-7
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发表时间：
2002
期刊：
影响因子：
--
通讯作者：
F. Castell
中科院分区：
文献类型：
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作者：
A. Asselah;F. Castell
本文证明了具有随机漂移的扩散过程Xt=Wt+ λ t V（Xs）ds的大时间完全大偏差原理，其中V是一个与布朗W无关的中心高斯剪切流随机场.大偏差原理建立在“淬火”设置中，即在V的随机性中几乎肯定有效。
We prove a full large deviations principle in large time, for a diffusion process with random drift Xt=Wt+ ∫ 0 t V(Xs) d s , 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.