On homogenization of space-time dependent and degenerate random flows II

Rémi Rhodes

Annales de l'I.H.P. Probabilités et statistiques (2008)

  • Volume: 44, Issue: 4, page 673-692
  • ISSN: 0246-0203

Abstract

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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.

How to cite

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Rhodes, Rémi. "On homogenization of space-time dependent and degenerate random flows II." Annales de l'I.H.P. Probabilités et statistiques 44.4 (2008): 673-692. <http://eudml.org/doc/77987>.

@article{Rhodes2008,
abstract = {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.},
author = {Rhodes, Rémi},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
language = {eng},
number = {4},
pages = {673-692},
publisher = {Gauthier-Villars},
title = {On homogenization of space-time dependent and degenerate random flows II},
url = {http://eudml.org/doc/77987},
volume = {44},
year = {2008},
}

TY - JOUR
AU - Rhodes, Rémi
TI - On homogenization of space-time dependent and degenerate random flows II
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2008
PB - Gauthier-Villars
VL - 44
IS - 4
SP - 673
EP - 692
AB - 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.
LA - eng
UR - http://eudml.org/doc/77987
ER -

References

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