Diffusion in a locally stationary random environment
Rhodes, Rémi (2009), Diffusion in a locally stationary random environment, Probability Theory and Related Fields, 143, 4, p. 545-568. http://dx.doi.org/10.1007/s00440-007-0135-5
TypeArticle accepté pour publication ou publié
Journal nameProbability Theory and Related Fields
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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.
Subjects / Keywordslocally stationary environment; homogenization; random medium;
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