AN AVERAGING PRINCIPLE FOR STOCHASTIC FLOWS AND CONVERGENCE OF NON-SYMMETRIC DIRICHLET FORMS - Archive ouverte HAL
Pré-Publication, Document De Travail Année : 2020

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".
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Dates et versions

hal-02509295 , version 1 (16-03-2020)
hal-02509295 , version 2 (18-09-2020)

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Florent Barret, Olivier Raimond. AN AVERAGING PRINCIPLE FOR STOCHASTIC FLOWS AND CONVERGENCE OF NON-SYMMETRIC DIRICHLET FORMS. 2020. ⟨hal-02509295v2⟩

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