Homogenization of a Class of Stochastic Partial Differential Equations
It is well known that the classical homogenization theory of elliptic and parabolic equations can be derived by probabilistic methods, through the limit of diffusion stochastic processes (see A. BENSOUSSAN - J.L. LIONS - G. PAPANICOLAOU ).
KeywordsWiener Process Stochastic Partial Differential Equation Weak Star Stochastic PDEs Stochastic Ordinary Differential Equation
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