Homogenization of a Diffusion Process in a Divergence-Free Random Field
Oelschlager, Karl
Ann. Probab., Tome 16 (1988) no. 4, p. 1084-1126 / Harvested from Project Euclid
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We study the homogenization problem for a diffusion process in a divergence-free random drift field. In particular, in case of a small Gaussian field we derive an asymptotic expansion of the effective diffusion matrix in terms of its spectral density.
Publié le : 1988-07-14
Classification:  Homogenization,  effective diffusion matrix,  asymptotic expansion,  60F05,  60H10,  41A60 
@article{1176991679,
     author = {Oelschlager, Karl},
     title = {Homogenization of a Diffusion Process in a Divergence-Free Random Field},
     journal = {Ann. Probab.},
     volume = {16},
     number = {4},
     year = {1988},
     pages = { 1084-1126},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176991679}
}

Oelschlager, Karl. Homogenization of a Diffusion Process in a Divergence-Free Random Field. Ann. Probab., Tome 16 (1988) no. 4, pp.  1084-1126. http://gdmltest.u-ga.fr/item/1176991679/