Similar Search Results

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 …

Persistent link: https://www.econbiz.de/10011209767

Asymptotic expansion and central limit theorem for multiscale piecewise-deterministic Markov processes

Pakdaman, Khashayar; Thieullen, Michèle; Wainrib, Gilles - In: Stochastic Processes and their Applications 122 (2012) 6, pp. 2292-2318

We consider a general class of piecewise-deterministic Markov processes with multiple time-scales. In line with recent results on the stochastic averaging principle for these processes, we obtain a description of their law through an asymptotic expansion. We further study the fluctuations around...

Persistent link: https://www.econbiz.de/10010577841

Homogenization of parabolic equations with large time-dependent random potential

Gu, Yu; Bal, Guillaume - In: Stochastic Processes and their Applications 125 (2015) 1, pp. 91-115

This paper concerns the homogenization problem of a parabolic equation with large, time-dependent, random potentials in … high dimensions d≥3. Depending on the competition between temporal and spatial mixing of the randomness, the homogenization …

Persistent link: https://www.econbiz.de/10011077897