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Diffusion in a locally stationary random environment
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  • Published: 08 January 2008

Diffusion in a locally stationary random environment

  • Rémi Rhodes1 

Probability Theory and Related Fields volume 143, pages 545–568 (2009)Cite this article

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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.

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Authors and Affiliations

  1. Ceremade, Université Paris-Dauphine, Place du maréchal De Lattre de Tassigny, 75775, Paris Cedex 16, France

    Rémi Rhodes

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  1. Rémi Rhodes
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Correspondence to Rémi Rhodes.

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Rhodes, R. Diffusion in a locally stationary random environment. Probab. Theory Relat. Fields 143, 545–568 (2009). https://doi.org/10.1007/s00440-007-0135-5

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  • Received: 04 July 2006

  • Revised: 05 December 2007

  • Published: 08 January 2008

  • Issue Date: March 2009

  • DOI: https://doi.org/10.1007/s00440-007-0135-5

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Mathematics Subject Classification (2000)

  • 60F17
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