Locally periodic homogenization of reflected diffusion.
2006
We study the homogenization of reflected SDEs with locally
periodic coefficients and highly oscillating drift. Our method is
entirely probabilistic, and builds upon earlier works of Tanaka,
Bencherif-Madani and Pardoux, and Bensoussan et al
We extend, to Tanaka's theorem locally periodic case.
Keywords:
- Correction
- Source
- Cite
- Save
- Machine Reading By IdeaReader
14
References
2
Citations
NaN
KQI