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Diffusion in a locally stationary random environment

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rhodes.locallyergodicelliptic.pdf (262.1Kb)
Date
2009
Dewey
Probabilités et mathématiques appliquées
Sujet
locally stationary environment; homogenization; random medium;
Journal issue
Probability Theory and Related Fields
Volume
143
Number
4
Publication date
03-2009
Article pages
545-568
Publisher
Springer
DOI
http://dx.doi.org/10.1007/s00440-007-0135-5
URI
https://basepub.dauphine.fr/handle/123456789/703
Collections
  • CEREMADE : Publications
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Author
Rhodes, Rémi
Type
Article accepté pour publication ou publié
Abstract (EN)
This paper deals with homogenization of diffusion processes in a locally stationary random environment. Roughly speaking, such an environment possesses two evolution scales: both a fast microscopic one and a smoothly varying macroscopic one. The homogenization procedure aims at giving a macroscopic approximation that takes into account the microscopic heterogeneities.

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