A CLT for degenerate diffusions with periodic coefficients, and application to homogenization of linear PDEs (Q2656243)
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| Language | Label | Description | Also known as |
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| English | A CLT for degenerate diffusions with periodic coefficients, and application to homogenization of linear PDEs |
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A CLT for degenerate diffusions with periodic coefficients, and application to homogenization of linear PDEs (English)
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11 March 2021
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Using probabilistic techniques, the authors study the periodic homogenization of a class of degenerate elliptic and degenerate parabolic equations (with non-oscillaating Dirichlet boundary conditions).
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characteristics of semimartingale
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degenerate diffusion process
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Feynman-Kac formula
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periodic homogenization
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