On homogenization of space-time dependent and degenerate random flows II
Rhodes, Rémi
Ann. Inst. H. Poincaré Probab. Statist., Tome 44 (2008) no. 2, p. 673-692 / Harvested from Project Euclid
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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.
Publié le : 2008-08-15
Classification:  
@article{1217964115,
     author = {Rhodes, R\'emi},
     title = {On homogenization of space-time dependent and degenerate random flows II},
     journal = {Ann. Inst. H. Poincar\'e Probab. Statist.},
     volume = {44},
     number = {2},
     year = {2008},
     pages = { 673-692},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1217964115}
}

Rhodes, Rémi. On homogenization of space-time dependent and degenerate random flows II. Ann. Inst. H. Poincaré Probab. Statist., Tome 44 (2008) no. 2, pp.  673-692. http://gdmltest.u-ga.fr/item/1217964115/