The Annals of Probability

Diffusion Processes on Graphs and the Averaging Principle

Mark I. Freidlin and Alexander D. Wentzell

Full-text: Open access

Abstract

A number of asymptotic problems for "classical" stochastic processes leads to diffusion processes on graphs. In this paper we study several such examples and develop a general technique for these problems. Diffusion in narrow tubes, processes with fast transmutations and small random perturbations of Hamiltonian systems are studied.

Article information

Source
Ann. Probab., Volume 21, Number 4 (1993), 2215-2245.

Dates
First available in Project Euclid: 19 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aop/1176989018

Digital Object Identifier
doi:10.1214/aop/1176989018

Mathematical Reviews number (MathSciNet)
MR1245308

Zentralblatt MATH identifier
0795.60042

JSTOR
links.jstor.org

Subjects
Primary: 60H10: Stochastic ordinary differential equations [See also 34F05]
Secondary: 58G32

Keywords
Averaging principle diffusion on graphs perturbations of Hamiltonian systems

Citation

Freidlin, Mark I.; Wentzell, Alexander D. Diffusion Processes on Graphs and the Averaging Principle. Ann. Probab. 21 (1993), no. 4, 2215--2245. doi:10.1214/aop/1176989018. https://projecteuclid.org/euclid.aop/1176989018


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