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Quenched large deviations for diffusions in a random Gaussian shear flow drift

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  • Asselah, A.
  • Castell, F.

Abstract

We prove a full large deviations principle in large time, for a diffusion process with random drift , where V is a centered Gaussian shear flow random field independent of the Brownian W. The large deviations principle is established in a "quenched" setting, i.e. is valid almost surely in the randomness of V.

Suggested Citation

  • Asselah, A. & Castell, F., 2003. "Quenched large deviations for diffusions in a random Gaussian shear flow drift," Stochastic Processes and their Applications, Elsevier, vol. 103(1), pages 1-29, January.
    • Handle: RePEc:eee:spapps:v:103:y:2003:i:1:p:1-29
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    References listed on IDEAS

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    1. Castell, F. & Pradeilles, F., 2001. "Annealed large deviations for diffusions in a random Gaussian shear flow drift," Stochastic Processes and their Applications, Elsevier, vol. 94(2), pages 171-197, August.
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    Cited by:

    1. Gantert, Nina & van der Hofstad, Remco & König, Wolfgang, 2006. "Deviations of a random walk in a random scenery with stretched exponential tails," Stochastic Processes and their Applications, Elsevier, vol. 116(3), pages 480-492, March.
    2. Deuschel, Jean-Dominique & Fukushima, Ryoki, 2019. "Quenched tail estimate for the random walk in random scenery and in random layered conductance," Stochastic Processes and their Applications, Elsevier, vol. 129(1), pages 102-128.

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