Random homogenization and convergence to integrals with respect to the Rosenblatt process

DOI10.1016/j.jde.2012.05.007zbMath1252.34062OpenAlexW2053510470MaRDI QIDQ436281

Guillaume Bal, Yu Gu

Publication date: 20 July 2012

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jde.2012.05.007

zbMATH Keywords

fractional Brownian motionRosenblatt processelliptic equationhighly oscillatory coefficientsrandom homogenization

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Singular perturbations for ordinary differential equations (34E15)

Related Items (9)

Scaling limit of the homogenization commutator for Gaussian coefficient fields ⋮ The structure of fluctuations in stochastic homogenization ⋮ Robustness of the pathwise structure of fluctuations in stochastic homogenization ⋮ Fluctuations in 1D stochastic homogenization of pseudo-elliptic equations with long-range dependent potentials ⋮ A central limit theorem for fluctuations in 1D stochastic homogenization ⋮ Approximation of the Rosenblatt process by semimartingales ⋮ Convergence of random oscillatory integrals in the presence of long-range dependence and application to homogenization ⋮ Fluctuations of parabolic equations with large random potentials ⋮ Quantitative estimates in stochastic homogenization for correlated coefficient fields

Cites Work

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• Weak convergence to fractional brownian motion and to the rosenblatt process
• Convergence of integrated processes of arbitrary Hermite rank
• Non-central limit theorems for non-linear functional of Gaussian fields
• Analysis of the Rosenblatt process

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