Probability Theory and Related Fields

, Volume 143, Issue 3, pp 545-568

First online:

Diffusion in a locally stationary random environment

  • Rémi RhodesAffiliated withCeremade, Université Paris-Dauphine Email author 

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This paper deals with homogenization of diffusion processes in a locally stationary random environment. Roughly speaking, such an environment possesses two evolution scales: both a fast microscopic one and a smoothly varying macroscopic one. The homogenization procedure aims at giving a macroscopic approximation that takes into account the microscopic heterogeneities.

Mathematics Subject Classification (2000)