Homogenization of a singular random one-dimensional PDE
Iftimie, Bogdan ; Pardoux, Étienne ; Piatnitski, Andrey
Ann. Inst. H. Poincaré Probab. Statist., Tome 44 (2008) no. 2, p. 519-543 / Harvested from Project Euclid
This paper deals with the homogenization problem for a one-dimensional parabolic PDE with random stationary mixing coefficients in the presence of a large zero order term. We show that under a proper choice of the scaling factor for the said zero order terms, the family of solutions of the studied problem converges in law, and describe the limit process. It should be noted that the limit dynamics remain random.
Publié le : 2008-06-15
Classification:  Stochastic homogenization,  Random operators,  74Q10
@article{1211819423,
     author = {Iftimie, Bogdan and Pardoux, \'Etienne and Piatnitski, Andrey},
     title = {Homogenization of a singular random one-dimensional PDE},
     journal = {Ann. Inst. H. Poincar\'e Probab. Statist.},
     volume = {44},
     number = {2},
     year = {2008},
     pages = { 519-543},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1211819423}
}
Iftimie, Bogdan; Pardoux, Étienne; Piatnitski, Andrey. Homogenization of a singular random one-dimensional PDE. Ann. Inst. H. Poincaré Probab. Statist., Tome 44 (2008) no. 2, pp.  519-543. http://gdmltest.u-ga.fr/item/1211819423/