A general diffusion process in a random medium associated with a random Dirichlet form with nonsmooth and nonbounded coefficients is considered, as drift transformation of a starting diffusion process in a random medium, with random infinitesimal generator in divergence form. The corresponding homogenization problem is studied and conditions are found such that the suitably rescaled original process converges weakly, as the scaling parameter is sent to the limit, to a diffusion process with constant coefficients. Stochastic analysis associated with Dirichlet forms is used in the proof.

Homogenization in random Dirichlet forms

BERNABEI, Maria Simonetta
2005-01-01

Abstract

A general diffusion process in a random medium associated with a random Dirichlet form with nonsmooth and nonbounded coefficients is considered, as drift transformation of a starting diffusion process in a random medium, with random infinitesimal generator in divergence form. The corresponding homogenization problem is studied and conditions are found such that the suitably rescaled original process converges weakly, as the scaling parameter is sent to the limit, to a diffusion process with constant coefficients. Stochastic analysis associated with Dirichlet forms is used in the proof.
2005
262
File in questo prodotto:
Non ci sono file associati a questo prodotto.

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11581/115508
 Attenzione

Attenzione! I dati visualizzati non sono stati sottoposti a validazione da parte dell'ateneo

Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus ND
  • ???jsp.display-item.citation.isi??? ND
social impact