Zero white noise limit through Dirichlet forms, with application to diffusions in a random medium

DOI10.1007/BF01206232zbMath0803.60076OpenAlexW1974762140MaRDI QIDQ1333585

Pierre Mathieu

Publication date: 13 October 1994

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01206232

zbMATH Keywords

large deviation principleexit timemultidimensional caserandom self-similar mediumzero white noise limit

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Large deviations (60F10)

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