Homogenization of reflecting barrier Brownian motions

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

The author studies the case of a process X t which moves in a domain with stationary scatterers under certain geometric conditions (involving the isoperimetric constant of the domain). He proves that the limit of ϵX t/ϵ 2 is nondegenerate and gives an explicit lower bound for the determinant of its diffusion coefficient matrix.
Original languageEnglish
Title of host publicationPitman Research Notes in Mathematics Series
Subtitle of host publication Asymptotic problems in probability theory: stochastic models and diffusions on fractals (Sanda/Kyoto, 1990)
Place of PublicationLongman , Longman House, Burnt Mill, Harlow Essex CM20 2JE, England.
PublisherLongman Sci. Tech.
Pages59–74
Number of pages16
Volume283
Publication statusPublished - 1993
Externally publishedYes

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    Osada, H. (1993). Homogenization of reflecting barrier Brownian motions. In Pitman Research Notes in Mathematics Series: Asymptotic problems in probability theory: stochastic models and diffusions on fractals (Sanda/Kyoto, 1990) (Vol. 283, pp. 59–74). Longman Sci. Tech..