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| HAL : inria-00001219, version 1 |
| Voir la fiche détaillée |  BibTeX,EndNote,... |
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| Asymptotic Analysis 28, 2 (2001) 151-162 |
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| A Probabilistic Approach to the Homogenization of Divergence-Form Operators in Periodic Media |
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| Antoine Lejay 1, 2 |
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| (2001) |
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| 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. |
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| 1 : | SYSDYS (INRIA Sophia Antipolis) |
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INRIA |
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| 2 : | Laboratoire d'Analyse, Topologie, Probabilités (LATP) |
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CNRS : UMR6632 – Université de Provence - Aix-Marseille I – Université Paul Cézanne - Aix-Marseille III |
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| Domaine | : | Mathématiques/Probabilités |
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| divergence-form operators – Dirichlet forms – homogenization – Feynman-Kac formula – Girsanov Theorem |
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| inria-00001219, version 1 | |
| http://hal.inria.fr/inria-00001219 | |
| oai:hal.inria.fr:inria-00001219 | |
| Contributeur : Antoine Lejay | |
| Soumis le : Dimanche 9 Avril 2006, 19:46:50 | |
| Dernière modification le : Dimanche 10 Septembre 2006, 10:17:52 | |
