Stochastic homogenization of reflected stochastic differential equations
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Publication:638309
zbMath1226.60049arXiv0712.3416MaRDI QIDQ638309
Publication date: 9 September 2011
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0712.3416
random medium; homogenization; local time; functional limit theorem; Skorohod problem; reflected stochastic differential equation
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60K37: Processes in random environments
60F17: Functional limit theorems; invariance principles
74Q99: Homogenization, determination of effective properties in solid mechanics
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