Homogenization of a diffusion process in a divergence-free random field
We study the homogenization problem for a diffusion process in a divergence-free random drift field. In particular, in case of a small Gaussian field we derive an asymptotic expansion of the effective diffusion matrix in terms of its spectral density.
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| Main Author: | |
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| Format: | Article (Journal) |
| Language: | English |
| Published: |
1988
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| In: |
The annals of probability
Year: 1988, Volume: 16, Issue: 3, Pages: 1084-1126 |
| ISSN: | 2168-894X |
| DOI: | 10.1214/aop/1176991679 |
| Online Access: | Verlag, Volltext: http://dx.doi.org/10.1214/aop/1176991679 Verlag, Volltext: http://projecteuclid.org/euclid.aop/1176991679 
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| Author Notes: | by Karl Oelschläger |
| Summary: | We study the homogenization problem for a diffusion process in a divergence-free random drift field. In particular, in case of a small Gaussian field we derive an asymptotic expansion of the effective diffusion matrix in terms of its spectral density. |
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| Item Description: | Gesehen am 08.06.2018 |
| Physical Description: | Online Resource |
| ISSN: | 2168-894X |
| DOI: | 10.1214/aop/1176991679 |