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

2002/02/27 by Amine Asselah, A. Asselah, Asselah, A. +3
Computer Science · Economics, Econometrics and Finance · Mathematics · #Advanced Mathematical Modeling in Engineering #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #math.PR #msc:60F10 #msc:60K37

paper · pdf · doi:10.48550/arxiv.math/0202291

29 pages

arxiv created 2002/02/27 · arxiv updated 2009/11/30

Abstract

We prove a full large deviations principle in large time, for a diffusion process with random drift V, which is a centered Gaussian shear flow random field. The large deviations principle is established in a ``quenched'' setting, i.e. is valid almost surely in the randomness of V.

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