Stochastic Homogenization of Reflected Stochastic Differential Equations
نویسندگان
چکیده
منابع مشابه
Stochastic Homogenization of Reflected Stochastic Differential Equations
We investigate a functional limit theorem (homogenization) for Reflected Stochastic Differential Equations on a half-plane with stationary coefficients when it is necessary to analyze both the effective Brownian motion and the effective local time. We prove that the limiting process is a reflected non-standard Brownian motion. Beyond the result, this problem is known as a prototype of non-trans...
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ژورنال
عنوان ژورنال: Electronic Journal of Probability
سال: 2010
ISSN: 1083-6489
DOI: 10.1214/ejp.v15-776