English

Averaging principle for diffusion processes via Dirichlet forms

Probability 2014-03-27 v2

Abstract

We study diffusion processes driven by a Brownian motion with regular drift in a finite dimension setting. The drift has two components on different time scales, a fast conservative component and a slow dissipative component. Using the theory of Dirichlet form and Mosco-convergence we obtain simpler proofs, interpretations and new results of the averaging principle for such processes when we speed up the conservative component. As a result, one obtains an effective process with values in the space of connected level sets of the conserved quantities. The use of Dirichlet forms provides a simple and nice way to characterize this process and its properties.

Keywords

Cite

@article{arxiv.1307.4248,
  title  = {Averaging principle for diffusion processes via Dirichlet forms},
  author = {Florent Barret and Max-K. Von Renesse},
  journal= {arXiv preprint arXiv:1307.4248},
  year   = {2014}
}

Comments

31 pages

R2 v1 2026-06-22T00:52:14.278Z