{
  "id": "1307.4248",
  "version": "v2",
  "published": "2013-07-16T11:47:35.000Z",
  "updated": "2014-03-26T19:24:16.000Z",
  "title": "Averaging principle for diffusion processes via Dirichlet forms",
  "authors": [
    "Florent Barret",
    "Max-K. Von Renesse"
  ],
  "comment": "31 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "We study diffusion processes driven by a Brownian motion with regular drift in a finite dimension setting. The drift has two components on different time scales, a fast conservative component and a slow dissipative component. Using the theory of Dirichlet form and Mosco-convergence we obtain simpler proofs, interpretations and new results of the averaging principle for such processes when we speed up the conservative component. As a result, one obtains an effective process with values in the space of connected level sets of the conserved quantities. The use of Dirichlet forms provides a simple and nice way to characterize this process and its properties.",
  "revisions": [
    {
      "version": "v2",
      "updated": "2014-03-26T19:24:16.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "dirichlet form",
      "averaging principle",
      "study diffusion processes driven",
      "nice way",
      "finite dimension"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 31,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2013arXiv1307.4248B"
    }
  }
}