Homogenization of a singular random one-dimensional PDE

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This paper deals with the homogenization problem for a one-dimensional parabolic PDE with random stationary mixing coefficients in the presence of a large zero order term. We show that under a proper choice of the scaling factor for the said zero order terms, the family of solutions of the studied problem converges in law, and describe the limit process. It should be noted that the limit dynamics remain random.
Published in at http://dx.doi.org/10.1214/07-AIHP134 the Annales de l'Institut Henri Poincaré - Probabilités et Statistiques (http://www.imstat.org/aihp/) by the Institute of Mathematical Statistics (http://www.imstat.org)

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Probability

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http://salesiana.dossiersoluciones.com/handle/123456789/212784

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/0806.2518
 http://arxiv.org/abs/0806.2518
 Annales de l'Institut Henri Poincaré - Probabilités et Statistiques 2008, Vol. 44, No. 3, 519-543
 doi:10.1214/07-AIHP134

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