DIFFUSION-PROCESSES ON GRAPHS AND THE AVERAGING PRINCIPLE

Authors
FREIDLIN MI WENTZELL AD
Citation
Mi. Freidlin et Ad. Wentzell, DIFFUSION-PROCESSES ON GRAPHS AND THE AVERAGING PRINCIPLE, Annals of probability, 21(4), 1993, pp. 2215-2245
Citations number
11
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Annals of probability → ACNP
ISSN journal
00911798
Volume
21
Issue
4
Year of publication
1993
Pages
2215 - 2245
Database
ISI
SICI code
0091-1798(1993)21:4<2215:DOGATA>2.0.ZU;2-B
Abstract
A number of asymptotic problems for ''classical'' stochastic processes leads to diffusion processes on graphs. In this paper we study severa l such examples and develop a general technique for these problems. Di ffusion in narrow tubes, processes with fast transmutations and small random perturbations of Hamiltonian systems are studied.