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

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

Review text

Summary: We study the homogenization of reflected SDEs with locally periodic coefficients and highly oscillating drift. Our method is entirely probabilistic, and builds upon earlier works of Tanaka, Benchérif-Madani and Pardoux, and Bensoussan et al We extend Tanaka's theorem to the locally periodic case.

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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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Cited in

(6)

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

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