Homogenization of locally stationary diffusions with possibly degenerate diffusion matrix

DOI10.1214/08-AIHP190zbMath1207.60029arXiv0902.1586MaRDI QIDQ985340

Rémi Rhodes

Publication date: 21 July 2010

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0902.1586

zbMATH Keywords

stochastic differential equation; random medium; homogenization; degenerate diffusion; locally stationary coefficients

Mathematics Subject Classification ID

60J60: Diffusion processes

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

60K37: Processes in random environments

35R60: PDEs with randomness, stochastic partial differential equations

60F17: Functional limit theorems; invariance principles

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

60B12: Limit theorems for vector-valued random variables (infinite-dimensional case)

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Cites Work

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