On homogenization of space-time dependent and degenerate random flows

被引：10
|
作者：
Rhodes, Remi [1 ]
机构：
[1] Univ Aix Marseille 1, Lab Anal Topol Probabilites, F-13453 Marseille, France
来源：
STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 2007年 / 117卷 / 10期
关键词：
invariance principle; diffusion process; degenerate diffusion coefficient; time dependent coefficients;
D O I：
10.1016/j.spa.2007.01.010
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We study a diffusion with time dependent random coefficients. The diffusion coefficient is allowed to become degenerate. We prove an invariance principle for when this diffusion is supposed to be controlled by another one with time independent coefficients. (C) 2007 Elsevier B.V. All rights reserved.
引用
收藏
页码：1561 / 1585
页数：25
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