Diffusion in a locally stationary random environment

DOI10.1007/s00440-007-0135-5zbMath1163.60049OpenAlexW2024152358MaRDI QIDQ1017887

Rémi Rhodes

Publication date: 13 May 2009

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://basepub.dauphine.fr/handle/123456789/703

Mathematics Subject Classification ID

Processes in random environments (60K37) Functional limit theorems; invariance principles (60F17)

Related Items

Rare Event Simulation for Multiscale Diffusions in Random Environments, Homogenization of an advection equation with locally stationary random coefficients, Periodic homogenization with an interface: the multi-dimensional case, Large deviations for local times and intersection local times of fractional Brownian motions and Riemann-Liouville processes, Homogenization of locally stationary diffusions with possibly degenerate diffusion matrix

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