Mathematics – Probability
Scientific paper
2008-06-16
Annales de l'Institut Henri Poincar\'e - Probabilit\'es et Statistiques 2008, Vol. 44, No. 3, 519-543
Mathematics
Probability
Published in at http://dx.doi.org/10.1214/07-AIHP134 the Annales de l'Institut Henri Poincar\'e - Probabilit\'es et Statistiqu
Scientific paper
10.1214/07-AIHP134
This paper deals with the homogenization problem for a one-dimensional parabolic PDE with random stationary mixing coefficients in the presence of a large zero order term. We show that under a proper choice of the scaling factor for the said zero order terms, the family of solutions of the studied problem converges in law, and describe the limit process. It should be noted that the limit dynamics remain random.
Iftimie Bogdan
Pardoux Étienne
Piatnitski Andrey
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