This paper studies, in dimensions greater than two, stationary diffusion processes in random environment which are small, isotropic perturbations of Brownian motion satisfying a finite-range dependence. Such processes were first considered in the continuous setting by Sznitman and Zeitouni [21]. Building upon their work, it is shown by analyzing the associated elliptic boundary-value problem that, almost surely, the smoothed exit law of the diffusion from large domains converges, as the domain’s scale approaches infinity, to that of a Brownian motion. Furthermore, an algebraic rate for the convergence is established in terms of the modulus of the boundary condition
The phenomenon of macroscopic homogenization is illustrated with a simple example of diffusion. We e...
The phenomenon of macroscopic homogenization is illustrated with a simple example of diffusion. We e...
20 pagesWe study the exit-time from a domain of a self-interacting diffusion, where the Brownian mot...
This paper studies, in dimensions greater than two, stationary diffusion processes in random environ...
Stochastic homogenization is achieved for a class of elliptic and parabolic equations describing the...
AbstractWe consider the exit problem for an asymptotically small random perturbation of a stable dyn...
The exit problem for small perturbations of a dynamical system in a domain is considered. It is assu...
AbstractThe exit problem for small perturbations of a dynamical system in a domain is considered. It...
In this paper we study the fluctuations from the limiting behavior of small noise random perturbatio...
Via a Dirichlet form extension theorem and making full use of two-sided heat kernel estimates, we es...
We consider a stochastic differential equation on a domain D in n-dimensional real space, where the ...
Abstract. In this review, an outline of the so called Freidlin-Wentzell theory and its recent extens...
AbstractWe consider the exit problem for an asymptotically small random perturbation of a stable dyn...
In this thesis exit problems are considered for stochastic dynamical systems with small random fluct...
We consider the small parameter exit problems for diffusion processes and the associated singular pe...
The phenomenon of macroscopic homogenization is illustrated with a simple example of diffusion. We e...
The phenomenon of macroscopic homogenization is illustrated with a simple example of diffusion. We e...
20 pagesWe study the exit-time from a domain of a self-interacting diffusion, where the Brownian mot...
This paper studies, in dimensions greater than two, stationary diffusion processes in random environ...
Stochastic homogenization is achieved for a class of elliptic and parabolic equations describing the...
AbstractWe consider the exit problem for an asymptotically small random perturbation of a stable dyn...
The exit problem for small perturbations of a dynamical system in a domain is considered. It is assu...
AbstractThe exit problem for small perturbations of a dynamical system in a domain is considered. It...
In this paper we study the fluctuations from the limiting behavior of small noise random perturbatio...
Via a Dirichlet form extension theorem and making full use of two-sided heat kernel estimates, we es...
We consider a stochastic differential equation on a domain D in n-dimensional real space, where the ...
Abstract. In this review, an outline of the so called Freidlin-Wentzell theory and its recent extens...
AbstractWe consider the exit problem for an asymptotically small random perturbation of a stable dyn...
In this thesis exit problems are considered for stochastic dynamical systems with small random fluct...
We consider the small parameter exit problems for diffusion processes and the associated singular pe...
The phenomenon of macroscopic homogenization is illustrated with a simple example of diffusion. We e...
The phenomenon of macroscopic homogenization is illustrated with a simple example of diffusion. We e...
20 pagesWe study the exit-time from a domain of a self-interacting diffusion, where the Brownian mot...