DIFFUSION-PROCESSES ON GRAPHS AND THE AVERAGING PRINCIPLE
成果类型：
Article
署名作者：
FREIDLIN, MI; WENTZELL, AD
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
DOI：
10.1214/aop/1176989018
发表日期：
1993
页码：
2215-2245
关键词：
摘要：
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.