On the Error of Averaging Multidimensional Diffusions

DOI10.1137/1133002zbMath0672.60074OpenAlexW2045579394MaRDI QIDQ3825882

V. V. Jurinskii

Publication date: 1988

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1133002

zbMATH Keywords

uniformly strong mixingaveraging of elliptic operatorsdiffusion in random medium

Mathematics Subject Classification ID

Diffusion processes (60J60) (L^p)-limit theorems (60F25)

Related Items (4)

Stochastic Homogenization of Nonconvex Hamilton‐Jacobi Equations: A Counterexample ⋮ On the stochastic homogenization of fully nonlinear uniformly parabolic equations in stationary ergodic spatio-temporal media ⋮ Quantitative stochastic homogenization of elliptic equations in nondivergence form ⋮ Quantitative homogenization in a balanced random environment

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