Periodic homogenization with an interface: the multi-dimensional case

DOI10.1214/10-AOP564zbMath1217.60044arXiv0909.2606OpenAlexW2952471678WikidataQ56894330 ScholiaQ56894330MaRDI QIDQ2431521

Charles Manson, Martin Hairer

Publication date: 15 April 2011

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0909.2606

zbMATH Keywords

interfacelocal timeperiodic homogenizationskew Brownian motion

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Related Items (6)

On dynamical systems perturbed by a null-recurrent motion: the general case ⋮ On dynamical systems perturbed by a null-recurrent fast motion: the continuous coefficient case with independent driving noises ⋮ Stochastic averaging for a Hamiltonian system with skew random perturbations ⋮ Parabolic homogenization with an interface ⋮ Averaging for BSDEs with null recurrent fast component. Application to homogenization in a non periodic media ⋮ Advection-dispersion across interfaces

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