Nous étudions le comportement asymptotique (homogénéisation) d'une diffusion en milieu aléatoire avec des coefficients dépendant du temps et de l'espace, pour laquelle le coefficient de diffusion peut dégénérer. Dans Stochastic Process. Appl. (2007) (to appear), un principe d'invariance est établi pour le changement d'échelle critique de la diffusion. Ici, une généralisation de cette approche est proposée pour différents changements d'échelle possibles.
We study the long time behavior (homogenization) of a diffusion in random medium with time and space dependent coefficients. The diffusion coefficient may degenerate. In Stochastic Process. Appl. (2007) (to appear), an invariance principle is proved for the critical rescaling of the diffusion. Here, we generalize this approach to diffusions whose space-time scaling differs from the critical one.
@article{AIHPB_2008__44_4_673_0, author = {Rhodes, R\'emi}, title = {On homogenization of space-time dependent and degenerate random flows {II}}, journal = {Annales de l'I.H.P. Probabilit\'es et statistiques}, pages = {673--692}, publisher = {Gauthier-Villars}, volume = {44}, number = {4}, year = {2008}, doi = {10.1214/07-AIHP135}, mrnumber = {2446293}, zbl = {1174.60014}, language = {en}, url = {http://www.numdam.org/articles/10.1214/07-AIHP135/} }
TY - JOUR AU - Rhodes, Rémi TI - On homogenization of space-time dependent and degenerate random flows II JO - Annales de l'I.H.P. Probabilités et statistiques PY - 2008 SP - 673 EP - 692 VL - 44 IS - 4 PB - Gauthier-Villars UR - http://www.numdam.org/articles/10.1214/07-AIHP135/ DO - 10.1214/07-AIHP135 LA - en ID - AIHPB_2008__44_4_673_0 ER -
%0 Journal Article %A Rhodes, Rémi %T On homogenization of space-time dependent and degenerate random flows II %J Annales de l'I.H.P. Probabilités et statistiques %D 2008 %P 673-692 %V 44 %N 4 %I Gauthier-Villars %U http://www.numdam.org/articles/10.1214/07-AIHP135/ %R 10.1214/07-AIHP135 %G en %F AIHPB_2008__44_4_673_0
Rhodes, Rémi. On homogenization of space-time dependent and degenerate random flows II. Annales de l'I.H.P. Probabilités et statistiques, Tome 44 (2008) no. 4, pp. 673-692. doi : 10.1214/07-AIHP135. http://www.numdam.org/articles/10.1214/07-AIHP135/
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