Homogenization of a diffusion with locally periodic coefficients

Lecture Notes in Mathematics

Volumn 1857, Issue , 2005, Pages 363-392

  Benchérif Madani, Abdellatif ^a   Pardoux, Étienne ^b  

^a FERHAT ABBAS UNIVERSITY   (Algeria)

^b AIX MARSEILLE UNIVERSITÉ   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85007110943     PISSN: 00758434     EISSN: 16179692     Source Type: Book Series    
DOI: 10.1007/978-3-540-31449-3_24     Document Type: Article

References (11)

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2. Bensoussan, A., Lions, J.-L. and Papanicolaou, G. (1978): Asymptotic analysis of periodic structures. North-Holland Publ. Comp., Amsterdam.
3. Billingsley, P. (1968): Convergence of probability measures. Wiley, New York.
4. Freidlin, M. (1964): The Dirichlet problem for an equation with periodic coefficients depending on a small parameter. Teor. Primenen, 9, 133–139.
5. Friedman, A. (1964): Partial differential equations of parabolic type. Prentice– Hall, Englewood Cliffs, N. J.
6. Gilbarg, D. and Trudinger, N. S. (1998): Elliptic partial differential equations of second order. Revised third printing. Springer-Verlag, New York.
7. Olla, S. (2002): Notes on the central limit theorems for tagged particles and diffusions in random fields, in “Milieux aléatoires”, F. Comets and E. Pardoux eds., Panoramas et Synthèses 12, SMF.
8. Pardoux, E. (1999): Homogenization of linear and semilinear second order parabolic PDEs with periodic coefficients: a probabilistic approach. J. Funct. Anal., 167, 498-520.
9. Pardoux, E. and Veretennikov, A. Yu. (2001): On the Poisson equation and diffusion approximation, I. The Annals of Proba., 29, 3, 1061-1085.
10. Pardoux, E. and Veretennikov, A. Yu. (2003): On the Poisson equation and diffusion approximation, II. The Annals of Proba., 31, 3.
11. Stroock, D. W. and Varadhan, S. R. S. (1979): Multidimensional diffusion processes. Springer-Verlag, New York.