An averaging principle for stochastic flows and convergence of non-symmetric Dirichlet forms
Probability
2020-09-22 v2
Abstract
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".
Keywords
Cite
@article{arxiv.2003.07587,
title = {An averaging principle for stochastic flows and convergence of non-symmetric Dirichlet forms},
author = {Florent Barret and Olivier Raimond},
journal= {arXiv preprint arXiv:2003.07587},
year = {2020}
}