Homogenization of a nonlinear random parabolic partial differential equation

E. Pardoux and A. L. Piatnitski

Stochastic Processes and their Applications, 2003, vol. 104, issue 1, 1-27

Abstract: The aim of this work is to show how to homogenize a semilinear parabolic second-order partial differential equation, whose coefficients are periodic functions of the space variable, and are perturbed by an ergodic diffusion process, the nonlinear term being highly oscillatory. Our homogenized equation is a parabolic stochastic partial differential equation.

Keywords: Homogenization; of; periodic; PDEs; Homogenization; of; random; PDEs; Stochastic; partial; differential; equations (search for similar items in EconPapers)
Date: 2003
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Citations: View citations in EconPapers (1)

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