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

F. Castell and F. Pradeilles

Stochastic Processes and their Applications, 2001, vol. 94, issue 2, 171-197

Abstract: We prove a full large deviations principle for the one-dimensional laws of the 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 an annealed one, that is integrated over the randomnesses of V and W.

Keywords: Diffusions; in; random; media; Large; deviations (search for similar items in EconPapers)
Date: 2001
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Citations: View citations in EconPapers (5)

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