On diffusions in media with pockets of large diffusivity

DOI10.1007/S00440-018-00897-8zbMath1422.60043arXiv1710.03555OpenAlexW2963372831WikidataQ128535980 ScholiaQ128535980MaRDI QIDQ2273604

Leonid Koralov, Alexander D. Wentzell, Mark I. Freidlin

Publication date: 24 September 2019

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

Full work available at URL: https://arxiv.org/abs/1710.03555

zbMATH Keywords

convergence of processesnon-standard boundary problemasymptotic problems for diffusion processes and PDEslong-time influence of small perturbations

Mathematics Subject Classification ID

Boundary value problems for second-order elliptic equations (35J25) Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60) Large deviations (60F10)

Related Items (3)

Diffusion in the presence of cells with semi-permeable membranes ⋮ On the long-time behavior of a perturbed conservative system with degeneracy ⋮ On the critical value of the coupling constant in exterior elliptic problems

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