Diffusion approximation for the convection-diffusion equation with random drift

DOI10.1007/s004400100159zbMath0990.60031OpenAlexW1964824900MaRDI QIDQ5956925

Tomasz Komorowski

Publication date: 11 August 2002

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

Full work available at URL: https://doi.org/10.1007/s004400100159

zbMATH Keywords

weak convergencehomogenizationstochastic flow

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Functional limit theorems; invariance principles (60F17) Homogenization in context of PDEs; PDEs in media with periodic structure (35B27)

Related Items (4)

Homogenization of transport equations: a simple PDE approach to the Kubo formula ⋮ Homogenization of an advection equation with locally stationary random coefficients ⋮ Fluctuations of Random Semilinear Advection Equations ⋮ Invariant measures for passive tracer dynamics in Ornstein-Uhlenbeck flows.

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