On homogenization of space-time dependent and degenerate random flows II

Rhodes, Rémi

Annales de l'I.H.P. Probabilités et statistiques, Tome 44 (2008) no. 4, pp. 673-692.

Nous étudions le comportement asymptotique (homogénéisation) d'une diffusion en milieu aléatoire avec des coefficients dépendant du temps et de l'espace, pour laquelle le coefficient de diffusion peut dégénérer. Dans Stochastic Process. Appl. (2007) (to appear), un principe d'invariance est établi pour le changement d'échelle critique de la diffusion. Ici, une généralisation de cette approche est proposée pour différents changements d'échelle possibles.

We study the long time behavior (homogenization) of a diffusion in random medium with time and space dependent coefficients. The diffusion coefficient may degenerate. In Stochastic Process. Appl. (2007) (to appear), an invariance principle is proved for the critical rescaling of the diffusion. Here, we generalize this approach to diffusions whose space-time scaling differs from the critical one.

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