Homogenization of a diffusion with locally periodic coefficients

被引:0
|
作者
Benchérif-Madani, A
Pardoux, T
机构
[1] Univ Ferhat Abbas, Fac Sci, Dept Math, Setif 19000, Algeria
[2] CMI, UMR 6632, Lab Anal Topol Probabil, Marseille 13, France
来源
SEMINAIRE DE PROBABILITIES XXXVIII | 2005年 / 1857卷
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D O I
暂无
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
We present a result of homogenization for a class of second order parabolic partial differential equations with locally periodic coefficients, and highly oscillating potential. Our method of proof is mainly probabilistic. We deduce the homogenization result from weak convergence for a class of diffusion processes.
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页码:363 / 392
页数:30
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