Effective Diffusions with Intertwined Structures

Details Effective Diffusions with Intertwined Structures Effective Diffusions with Intertwined Structures

2012-04-15

arxiv.org/abs/1204.3250v1

Mathematics

Probability

Scientific paper

Let p:N->M be a surjective map of smooth manifolds. We are concerned with singular perturbation problems associated to a pair of second order positive definite differential operators with no zero order terms, that are intertwined by p. We discuss the associated random perturbations of stochastic differential equations and present a number of examples including perturbation to geodesic flows and construction of a Brownian motion on S^2 through homogenisation of SDE's on the Hopf fibration.

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