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.
|Title of host publication||Pitman 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 Publication||Longman , Longman House, Burnt Mill, Harlow Essex CM20 2JE, England.|
|Publisher||Longman Sci. Tech.|
|Number of pages||16|
|Publication status||Published - 1993|
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..