Homogenization in random Dirichlet forms

Albeverio, S; Bernabei, Maria Simonetta

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.

Scheda prodotto non validato

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

Titolo:	Homogenization in random Dirichlet forms
Autori:	ALBEVERIO S BERNABEI, Maria Simonetta mostra contributor esterni nascondi contributor esterni
Data di pubblicazione:	2005
Rivista:	STOCHASTIC ANALYSIS AND APPLICATIONS
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.
Handle:	http://hdl.handle.net/11581/115508
Appare nelle tipologie:	Articolo

File in questo prodotto:

Non ci sono file associati a questo prodotto.

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

Citazioni

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