Probability Theory and Related Fields

, Volume 143, Issue 3, pp 545–568

Diffusion in a locally stationary random environment

Article

DOI: 10.1007/s00440-007-0135-5

Cite this article as:
Rhodes, R. Probab. Theory Relat. Fields (2009) 143: 545. doi:10.1007/s00440-007-0135-5

Abstract

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)

60F17 

Copyright information

© Springer-Verlag 2008

Authors and Affiliations

  1. 1.Ceremade, Université Paris-DauphineParis Cedex 16France

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