AN AVERAGING PRINCIPLE FOR STOCHASTIC FLOWS AND CONVERGENCE OF NON-SYMMETRIC DIRICHLET FORMS
Résumé
We study diffusion processes and stochastic flows which are time-changed random perturbations of a deterministic flow on a manifold. Using non-symmetric Dirichlet forms and their convergence in a sense close to the Mosco-convergence, we prove that, as the deterministic flow is accelerated, the diffusion process converges in law to a diffusion defined on a different space. This averaging principle also holds at the level of the flows. Our contributions in this article include: a proof of an original averaging principle for stochastic flows of kernels; the definition and study of a convergence of sequences of non-symmetric bilinear forms defined on different spaces; the study of weighted Sobolev spaces on metric graphs or "books".
Domaines
Probabilités [math.PR]Origine | Fichiers produits par l'(les) auteur(s) |
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