Locally periodic homogenization of reflected diffusion

DOI10.1155/JAMSA/2006/37643MaRDI QIDQ995856zbMATH OpenFDO

Authors A. Diakhaby, Youssef Ouknine

Publication date 10 September 2007

Published in Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/53618

zbMATH Keywords

highly oscillating drift

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Homogenization in context of PDEs; PDEs in media with periodic structure (35B27)

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Cites work

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• scientific article; zbMATH DE number 2143378 (Why is no real title available?)
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• Diffusion processes with boundary conditions
• Euler's approximations of solutions of SDEs with reflecting boundary.
• Homogenization of linear and semilinear second order parabolic PDEs with periodic coefficients: A probabilistic approach

Cited in

(5)

• scientific article; zbMATH DE number 2149894 (Why is no real title available?)
• scientific article; zbMATH DE number 2143378 (Why is no real title available?)
• On homogenization of a diffusion perturbed by a periodic reflection invariant vector field
• Homogenization of reflected semilinear PDEs with nonlinear Neumann boundary condition
• Stochastic homogenization of reflected stochastic differential equations

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