Title of article :
On homogenization of space–time dependent and degenerate random flows
Author/Authors :
Rhodes، نويسنده , , Rémi، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2007
Abstract :
We study a diffusion with time dependent random coefficients. The diffusion coefficient is allowed to become degenerate. We prove an invariance principle for when this diffusion is supposed to be controlled by another one with time independent coefficients.
Keywords :
Invariance principle , diffusion process , Degenerate diffusion coefficient , Time dependent coefficients
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications
