On homogenization of time-dependent random flows

被引:0
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作者
Tomasz Komorowski
Stefano Olla
机构
[1] Instytut Matematyki,
[2] UMCS,undefined
[3] pl. Marii Curie Skłowskiej 1,undefined
[4] 20-031 Lublin,undefined
[5] Poland. e-mail: komorow@golem.umcs.lublin.pl,undefined
[6] Département de Mathématiques,undefined
[7] Université de Cergy-Pontoise,undefined
[8] 2 avenue A.Chauvin,undefined
[9] B.P. 222,undefined
[10] Pontoise,undefined
[11] F-95302 Cergy-Pontoise Cedex,undefined
[12] France. e-mail: olla@math.u-cergy.fr,undefined
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关键词
Mathematics Subject classification (2000): Primary 60F17, 35B27; Secondary 60G44; Key words or phrases: Invariance principle – Homogenization – Martingale;
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学科分类号
摘要
We study a diffusion with a random, time dependent drift. We prove the invariance principle when the spectral measure of the drift satisfies a certain integrability condition. This result generalizes the results of [13, 7].
引用
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页码:98 / 116
页数:18
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