English

Stochastic Homogenization of Reflected Diffusion Processes

Probability 2009-09-18 v3 Analysis of PDEs

Abstract

We investigate a functional limit theorem (homogenization) for Reflected Stochastic Differential Equations on a half-plane with stationary coefficients when it is necessary to analyze both the effective Brownian motion and the effective local time. We prove that the limiting process is a reflected non-standard Brownian motion. Beyond the result, this problem is known as a prototype of non-translation invariant problem making the usual method of the "environment as seen from the particle" inefficient.

Keywords

Cite

@article{arxiv.0712.3416,
  title  = {Stochastic Homogenization of Reflected Diffusion Processes},
  author = {Remi Rhodes},
  journal= {arXiv preprint arXiv:0712.3416},
  year   = {2009}
}

Comments

29 pages

R2 v1 2026-06-21T09:56:12.643Z