Diffusion Approximation for Transport Equations with Dissipative Drifts for Time Dependent Coefficients
Probability
2022-11-09 v1
Abstract
We consider a generalization of classical results of Freidlin and Wentzell to the case of time dependent dissipative drifts. We show the convergence of diffusions with multiplicative noise in the zero limit of a diffusivity parameter to the related dynamical systems. The solution to the associated transport equation is obtained as an application.
Cite
@article{arxiv.2211.03839,
title = {Diffusion Approximation for Transport Equations with Dissipative Drifts for Time Dependent Coefficients},
author = {Luca Di Persio and Yuri Kondratiev and Viktorya Vardanyan},
journal= {arXiv preprint arXiv:2211.03839},
year = {2022}
}
Comments
arXiv admin note: text overlap with arXiv:2205.01750