Effective Diffusions with Intertwined Structures
classification
🧮 math.PR
keywords
associateddifferentialintertwinedorderperturbationbrownianconcernedconstruction
Add this Pith Number to your LaTeX paper
What is a Pith Number?\usepackage{pith}
\pithnumber{PAKKYTWR}
Prints a linked pith:PAKKYTWR badge after your title and writes the identifier into PDF metadata. Compiles on arXiv with no extra files. Learn more
read the original abstract
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.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.