Quenched large deviations for diffusions in a random Gaussian shear flow drift

A. Asselah and F. Castell

Stochastic Processes and their Applications, 2003, vol. 103, issue 1, 1-29

Abstract: We prove a full large deviations principle in large time, for a diffusion process with random drift , where V is a centered Gaussian shear flow random field independent of the Brownian W. The large deviations principle is established in a "quenched" setting, i.e. is valid almost surely in the randomness of V.

Keywords: Diffusions; in; random; media; Large; deviations; Parabolic; Anderson; model (search for similar items in EconPapers)
Date: 2003
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Citations: View citations in EconPapers (2)

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