On homogenization of space–time dependent and degenerate random flows
نویسندگان
چکیده
منابع مشابه
On homogenization of space-time dependent and degenerate random flows
We study a diffusion with random, time dependent coefficients. Moreover, the diffusion coefficient is allowed to degenerate. We prove the invariance principle when this diffusion is supposed to be controlled by another one with time independent coefficients.
متن کاملOn homogenization of space-time dependent degenerate random flows
We study a diffusion with time-dependent random coefficients. The diffusion coefficient is allowed to degenerate. We prove an invariance principle when this diffusion is supposed to be controlled by another one with time independent coefficients.
متن کاملOn homogenization of space-time dependent and degenerate random flows II
We study the long time behavior (homogenization) of a diffusion in random medium with time and space dependent coefficients. The diffusion coefficient may degenerate. In Stochastic Process. Appl. (2007) (to appear), an invariance principle is proved for the critical rescaling of the diffusion. Here, we generalize this approach to diffusions whose space-time scaling differs from the critical one...
متن کاملHomogenization of periodic linear degenerate PDEs
It is well-known under the name of ‘periodic homogenization’ that, under a centering condition of the drift, a periodic diffusion process on R converges, under diffusive rescaling, to a d-dimensional Brownian motion. Existing proofs of this result all rely on uniform ellipticity or hypoellipticity assumptions on the diffusion. In this paper, we considerably weaken these assumptions in order to ...
متن کاملHomogenization of periodic semilinear parabolic degenerate PDEs
In this paper a second order semilinear parabolic PDE with rapidly oscillating coefficients is homogenized. The novelty of our result lies in the fact that we allow the second order part of the differential operator to be degenerate in some part of Rd . Our fully probabilistic method is based on the deep connection between PDEs and BSDEs and the weak convergence of a class of diffusion processe...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2007
ISSN: 0304-4149
DOI: 10.1016/j.spa.2007.01.010