Homogenization of locally stationary diffusions with possibly degenerate diffusion matrix

DOI10.1214/08-AIHP190zbMath1207.60029arXiv0902.1586OpenAlexW2044012760MaRDI QIDQ985340

Rémi Rhodes

Publication date: 21 July 2010

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0902.1586

zbMATH Keywords

stochastic differential equationrandom mediumhomogenizationdegenerate diffusionlocally stationary coefficients

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Processes in random environments (60K37) PDEs with randomness, stochastic partial differential equations (35R60) Functional limit theorems; invariance principles (60F17) Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

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Cites Work

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