On homogenization of space-time dependent and degenerate random flows

Rémi Rhodes

Stochastic Processes and their Applications, 2007, vol. 117, issue 10, 1561-1585

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 (search for similar items in EconPapers)
Date: 2007
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