On homogenization of space-time dependent and degenerate random flows

Rémi Rhodes (1)

1 LATP - Laboratoire d'Analyse, Topologie, Probabilités

We study a diffusion process with random space-time dependent coefficients. Moreover the diffusion matrix is allowed to degenerate. An invariance principle is proved provided that the diffusion coefficient is controlled by a time independent one.

Mots clés: Homogenization; degenerated diffusion matrix; invariance principle; time dependent coefficients; diffusion process

Domaines: Probabilités [math.PR]

Rémi Rhodes. On homogenization of space-time dependent and degenerate random flows. 2006. ⟨hal-00114955v2⟩