Moderate deviations for diffusions in a random Gaussian shear flow drift
Work
Year: 2004
Type: article
Abstract: We prove quenched and annealed moderate deviation principle in large time for random additive functional of Brownian motion ∫0tv(Bs)ds, where B is a d-dimensional Brownian motion, and v is a stationar... more
Author Fabienne Castell
Institution Centre National de la Recherche Scientifique
Cites:
Cited by: 11
Related to: 10
FWCI: 1.445
Citation percentile (by year/subfield): 71.4
Subfield: Mathematical Physics
Field: Mathematics
Domain: Physical Sciences
Open Access status: green