Abstract
We present a result of homogenization for a class of second order parabolic partial differential equations with locally periodic coefficients, and highly oscillating potential. Our method of proof is mainly probabilistic. We deduce the homogenization result from weak convergence for a class of diffusion processes.
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© 2005 Springer-Verlag Berlin/Heidelberg
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Benchérif-Madani, A., Pardoux, É. (2005). Homogenization of a Diffusion with Locally Periodic Coefficients. In: Émery, M., Ledoux, M., Yor, M. (eds) Séminaire de Probabilités XXXVIII. Lecture Notes in Mathematics, vol 1857. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-31449-3_24
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DOI: https://doi.org/10.1007/978-3-540-31449-3_24
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Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-23973-4
Online ISBN: 978-3-540-31449-3
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