On the exit time and stochastic homogenization of isotropic diffusions in large domains (Q2320381): Difference between revisions
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English | On the exit time and stochastic homogenization of isotropic diffusions in large domains |
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On the exit time and stochastic homogenization of isotropic diffusions in large domains (English)
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22 August 2019
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The paper aims at characterizing (in high dimensional spaces) the lifetime of diffusion processes for large domains when the generators are uniformly elliptic with bounded and Lipschitz coefficients, depending in a suitable way on realizations of a small and statistically isotropic perturbation of a Brownian motion. The reported results rely on earlier work done by \textit{A.-S. Sznitman} and \textit{O. Zeitouni} [Invent. Math. 164, No. 3, 455--567 (2006; Zbl 1105.60079)] and can be stated in terms of stochastic homogenization. Interestingly, the author states also the structure of the convergence rate of the averaging process (cf. e.g. Theorem 26 and Theorem 27) which turns to be algebraic.
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diffusion processes in random environment
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convergence rate
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