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Sur L'Approximation D'Un Processus De Transport Par Une Diffusion

  • Rémis Sentis
Part II: Research Reports
Part of the Lecture Notes in Control and Information Sciences book series (LNCIS, volume 16)

Abstract

We generalize the result of [2] on convergence of transport process to diffusion, to the case where the velocity is not bounded. And we give assumptions which imply that this diffusion is not degenerated.

Keywords

Band Noise Noise Disturbance Wide Band Noise Nous Donnons Proposition Suivante 
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References

  1. [1]
    A. BENSOUSSAN-J.L. LIONS-G. PAPANICOLAOU. Asymptotic Analysis for Periodic Structures, Dunod, Paris, 1978.Google Scholar
  2. [2]
    G. BLANKENSHIP-G. PAPANICOLAOU. Stability and control for stochastic systems with wide band noise disturbance, I. SIAM J. Appl. Math. 34 (1978), pp. 437–476.Google Scholar
  3. [3]
    J.L. DOOB. Stochastic processes, J. Wiley, New York. 1953.Google Scholar
  4. [4]
    E.B. DYNKIN. Markov processes, Springer, Berlin, 1965.Google Scholar
  5. [5]
    R. SENTIS. Approximation and Homogenization of a Transport Process, to appear.Google Scholar

Copyright information

© Springer-Verlag 1979

Authors and Affiliations

  • Rémis Sentis
    • 1
  1. 1.et IRIA-LaboriaCeremade. Université Paris IX-DauphineParis Cédex 16

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