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

Author

Listed:
  • Castell, F.
  • Pradeilles, F.

Abstract

We prove a full large deviations principle for the one-dimensional laws of the 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 an annealed one, that is integrated over the randomnesses of V and W.

Suggested Citation

  • 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.
    • Handle: RePEc:eee:spapps:v:94:y:2001:i:2:p:171-197
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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.
    3. 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.
    4. Guillotin-Plantard, Nadine & Poisat, Julien, 2013. "Quenched central limit theorems for random walks in random scenery," Stochastic Processes and their Applications, Elsevier, vol. 123(4), pages 1348-1367.
    5. Fleischmann, Klaus & Mörters, Peter & Wachtel, Vitali, 2008. "Moderate deviations for a random walk in random scenery," Stochastic Processes and their Applications, Elsevier, vol. 118(10), pages 1768-1802, October.

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