On homogenization of space-time dependent and degenerate random flows
Probability
2016-08-16 v2
Abstract
We study a diffusion process with random space-time dependent coefficients. Moreover the diffusion matrix is allowed to degenerate. An invariance principle is proved provided that the diffusion coefficient is controlled by a time independent one.
Keywords
Cite
@article{arxiv.math/0611598,
title = {On homogenization of space-time dependent and degenerate random flows},
author = {Rémi Rhodes},
journal= {arXiv preprint arXiv:math/0611598},
year = {2016}
}