Homogenization of a multivariate diffusion with semipermeable interfaces

DOI10.1007/S10959-024-01317-5MaRDI QIDQ6556249zbMATH OpenFDO

Authors Olga Aryasova, Ilya Pavlyukevich, Andrey Yu. Pilipenko

Publication date 17 June 2024

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S10959-024-01317-5

zbMATH Keywords

weak convergencehomogenizationstochastic differential equationsweak solutionslocal timesmultivariate diffusionsemipermeable interfaces

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Local time and additive functionals (60J55)

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