Homogenization of random parabolic operators. Diffusion approximation

DOI10.1016/j.spa.2014.12.002zbMath1364.35032arXiv1307.2547MaRDI QIDQ2018565

Andrey L. Piatnitski, Marina Kleptsyna, Alexandre Popier

Publication date: 24 March 2015

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1307.2547

zbMATH Keywords

diffusion approximation; homogenization; operator with random coefficients

Mathematics Subject Classification ID

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

35R60: PDEs with randomness, stochastic partial differential equations

35B27: Homogenization in context of PDEs; PDEs in media with periodic structure