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

A. Asselah (1) , F. Castell (1)

1 LATP - Laboratoire d'Analyse, Topologie, Probabilités

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

Domaines: Probabilités [math.PR]

A. Asselah, F. Castell. Quenched large deviations for diffusions in a random Gaussian shear flow drift. Stochastic Processes and their Applications, 2003, 103, n°1, pp.1-29. ⟨hal-00011244⟩