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A Probabilistic Approach to the Homogenization of Divergence-Form Operators in Periodic Media
Abstract : We prove here using stochastic analysis the homogenization property of second-order divergence-form operators with lower-order differential terms (possibly highly-oscillating) in periodic media. The coefficients are not assumed to have any regularity, so the stochastic calculus theory for processes associated to Dirichlet forms is used. The Girsanov Theorem and the Feynman-Kac formula are used to work on the probabilistic representation of the solutions of some PDEs.
Cited literature [18 references]
https://hal.inria.fr/inria-00001219
Contributor : Antoine Lejay Connect in order to contact the contributor
Submitted on : Sunday, April 9, 2006 - 7:46:50 PM
Last modification on : Friday, February 4, 2022 - 3:10:46 AM
Long-term archiving on: : Saturday, April 3, 2010 - 10:14:25 PM
Contributor : Antoine Lejay Connect in order to contact the contributor
Submitted on : Sunday, April 9, 2006 - 7:46:50 PM
Last modification on : Friday, February 4, 2022 - 3:10:46 AM
Long-term archiving on: : Saturday, April 3, 2010 - 10:14:25 PM