Abstract
A number of asymptotic problems for "classical" stochastic processes leads to diffusion processes on graphs. In this paper we study several such examples and develop a general technique for these problems. Diffusion in narrow tubes, processes with fast transmutations and small random perturbations of Hamiltonian systems are studied.
Citation
Mark I. Freidlin. Alexander D. Wentzell. "Diffusion Processes on Graphs and the Averaging Principle." Ann. Probab. 21 (4) 2215 - 2245, October, 1993. https://doi.org/10.1214/aop/1176989018
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