Locally periodic homogenization of reflected diffusion

DOI10.1155/JAMSA/2006/37643zbMath1127.35001MaRDI QIDQ995856

Youssef Ouknine, Aboubakary Diakhaby

Publication date: 10 September 2007

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/53618

zbMATH Keywords

highly oscillating drift

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Homogenization in context of PDEs; PDEs in media with periodic structure (35B27)

Cites Work

• Homogenization of linear and semilinear second order parabolic PDEs with periodic coefficients: A probabilistic approach
• Euler's approximations of solutions of SDEs with reflecting boundary.
• Diffusion processes with boundary conditions
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