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Singular homogenization with stationary in time and periodic in space coefficients |
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| Authors: | MA Diop E Pardoux AL Piatnitski |
| Institution: | a LATP, CMI, Université de Provence, 39, rue F.Joliot-Curie, 13453, Marseille, France b Department of Mathematics, Narvik Institute of Technology, HiN, Postbox 385, 8505 Narvik, Norway c P.N. Lebedev Physical Institute RAS, Leninski prospect, 53, Moscow, 117924, Russian Federation |
| Abstract: | We study the homogenization problem for a random parabolic operator with coefficients rapidly oscillating in both the space and time variables and with a large highly oscillating nonlinear potential, in a general stationary and mixing random media, which is periodic in space. It is shown that a solution of the corresponding Cauchy problem converges in law to a solution of a limit stochastic PDE. |
| Keywords: | 35K57 60H15 |
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