Effective Diffusions with Intertwined Structures
Probability
2012-04-17 v1
Abstract
Let p:N->M be a surjective map of smooth manifolds. We are concerned with singular perturbation problems associated to a pair of second order positive definite differential operators with no zero order terms, that are intertwined by p. We discuss the associated random perturbations of stochastic differential equations and present a number of examples including perturbation to geodesic flows and construction of a Brownian motion on S^2 through homogenisation of SDE's on the Hopf fibration.
Cite
@article{arxiv.1204.3250,
title = {Effective Diffusions with Intertwined Structures},
author = {Xue-Mei Li},
journal= {arXiv preprint arXiv:1204.3250},
year = {2012}
}