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A Generalized Stochastic Calculus in Homogenization

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Abstract

Take a formally self-adjoint second order partial differential operator with the coefficients aij(x) being periodic in x.

When aij are smooth, Bensoussan-Lions-Papanicolaou showed that the diffusion process corresponding to the coefficients \( {{\text{a}}_{{{\text{ij}}}}}\left( {\frac{{\text{x}}}{\varepsilon }} \right) \) converges as ε ↓ 0 to a diffusion with constant coefficients. We show that their method still works without any smoothness assumption by using a stochastic calculus relevant to the Dirichlet forms.

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References

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© 1980 Springer-Verlag/Wien

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Fukushima, M. (1980). A Generalized Stochastic Calculus in Homogenization. In: Streit, L. (eds) Quantum Fields — Algebras, Processes. Springer, Vienna. https://doi.org/10.1007/978-3-7091-8598-8_3

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  • DOI: https://doi.org/10.1007/978-3-7091-8598-8_3

  • Publisher Name: Springer, Vienna

  • Print ISBN: 978-3-7091-8600-8

  • Online ISBN: 978-3-7091-8598-8

  • eBook Packages: Springer Book Archive

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