Diffusion processes on graphs and the averaging principle
type: Item
instance of: scholarly article
title: Diffusion processes on graphs and the averaging principle
zbMATH Open document ID: 0795.60042
author: Alexander D. Wentzell
author: Mark Freidlin
published in: The Annals of Probability
publication date: 1994-08-29T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 58J65
zbMATH DE Number: 528639
zbMATH Keywords: diffusion processes on graphs
zbMATH Keywords: martingale-problem method
zbMATH Keywords: small random perturbations of Hamiltonian systems
reviewed by: Hans Crauel
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aop/1176989018
OpenAlex ID: W1995358755
DOI: 10.1214/AOP/1176989018
description: scientific article; zbMATH DE number 528639