Mathematics – Probability
Scientific paper
2008-08-25
Annales de l'Institut Henri Poincar\'e - Probabilit\'es et Statistiques 2008, Vol. 44, No. 4, 673-692
Mathematics
Probability
Published in at http://dx.doi.org/10.1214/07-AIHP135 the Annales de l'Institut Henri Poincar\'e - Probabilit\'es et Statistiqu
Scientific paper
10.1214/07-AIHP135
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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