Diffusion processes on graphs and the averaging principle (Q1317241)
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scientific article; zbMATH DE number 528639
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Diffusion processes on graphs and the averaging principle |
scientific article; zbMATH DE number 528639 |
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Diffusion processes on graphs and the averaging principle (English)
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29 August 1994
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Some examples of asymptotic problems leading to diffusion processes on graphs are discussed. A general technique for this kind of problems is developed. The approach uses the martingale-problem method, adapted to fit non-differentiable structures. The problems considered include processes with a fast discrete component, diffusions in narrow tubes, and small random perturbations of Hamiltonian systems.
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diffusion processes on graphs
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martingale-problem method
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small random perturbations of Hamiltonian systems
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