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

DOI10.1016/J.JDE.2012.05.007MaRDI QIDQ436281zbMATH OpenOpenAlexFDO

Authors 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 motionelliptic equationRosenblatt processhighly oscillatory coefficientsrandom homogenization

Mathematics Subject Classification ID

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

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• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• An optimal variance estimate in stochastic homogenization of discrete elliptic equations
• Analysis of the rosenblatt process
• Averaging of symmetric diffusion in random medium
• Boundary layers and homogenization of transport processes
• Central Limits and Homogenization in Random Media
• Convergence of integrated processes of arbitrary Hermite rank
• Corrector theory for elliptic equations with long-range correlated random potential
• Non-central limit theorems for non-linear functional of Gaussian fields
• Random integrals and correctors in homogenization
• Weak convergence to fractional brownian motion and to the rosenblatt process

Cited in

(15)

• Approximation of the Rosenblatt process by semimartingales
• The structure of fluctuations in stochastic homogenization
• Limit behavior of the Rosenblatt Ornstein-Uhlenbeck process with respect to the Hurst index
• A central limit theorem for fluctuations in 1D stochastic homogenization
• Fluctuations in 1D stochastic homogenization of pseudo-elliptic equations with long-range dependent potentials
• Robustness of the pathwise structure of fluctuations in stochastic homogenization
• Limit theorem for a differential equation with a long-range random coefficient
• Random integrals and correctors in homogenization
• Scaling limit of the homogenization commutator for Gaussian coefficient fields
• Quantitative estimates in stochastic homogenization for correlated coefficient fields
• Oscillatory Breuer-Major theorem with application to the random corrector problem
• Convergence of random oscillatory integrals in the presence of long-range dependence and application to homogenization
• Corrector theory for elliptic equations with long-range correlated random potential
• Fluctuations of parabolic equations with large random potentials
• On a variant of random homogenization theory: convergence of the residual process and approximation of the homogenized coefficients

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