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Diffusion approximation 1 Homogenization 1 Operator with random coefficients 1
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Kleptsyna, M. 1 Piatnitski, A. 1 Popier, A. 1
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Stochastic Processes and their Applications 1
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Homogenization of random parabolic operators. Diffusion approximation
Kleptsyna, M.; Piatnitski, A.; Popier, A. - In: Stochastic Processes and their Applications 125 (2015) 5, pp. 1926-1944
This paper deals with homogenization of divergence form second order parabolic operators whose coefficients are periodic with respect to the spatial variables and random stationary in time. Under proper mixing assumptions, we study the limit behaviour of the normalized difference between...
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