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We study the long time transport property of conservative systems perturbed by small noises. We introduce the martingale time and show its close relation with the diffusion time on which a limit theorem is valid. This limit theorem relates to previously studied phenomenon of convection enhanced diffusion in homogenization theory. Examples of nontrivial martingale and diffusion times are given.





Albert Fannjiang
Mon Sep 23 14:40:03 PDT 1996