Stochastic homogenization of reflected stochastic differential equations

zbMath1226.60049arXiv0712.3416MaRDI QIDQ638309

Rémi Rhodes

Publication date: 9 September 2011

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0712.3416

zbMATH Keywords

random mediumhomogenizationlocal timefunctional limit theoremSkorohod problemreflected stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Processes in random environments (60K37) Functional limit theorems; invariance principles (60F17) Homogenization, determination of effective properties in solid mechanics (74Q99)

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