Homogenization of a singular random one-dimensional PDE
Probability
2008-12-18 v1
Abstract
This paper deals with the homogenization problem for a one-dimensional parabolic PDE with random stationary mixing coefficients in the presence of a large zero order term. We show that under a proper choice of the scaling factor for the said zero order terms, the family of solutions of the studied problem converges in law, and describe the limit process. It should be noted that the limit dynamics remain random.
Cite
@article{arxiv.0806.2518,
title = {Homogenization of a singular random one-dimensional PDE},
author = {Bogdan Iftimie and Étienne Pardoux and Andrey Piatnitski},
journal= {arXiv preprint arXiv:0806.2518},
year = {2008}
}
Comments
Published in at http://dx.doi.org/10.1214/07-AIHP134 the Annales de l'Institut Henri Poincar\'e - Probabilit\'es et Statistiques (http://www.imstat.org/aihp/) by the Institute of Mathematical Statistics (http://www.imstat.org)