Homogenization of a Diffusion Process in a Divergence-Free Random Field

Karl Oelschlager

doi:10.1214/aop/1176991679

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July, 1988 Homogenization of a Diffusion Process in a Divergence-Free Random Field

Karl Oelschlager

Ann. Probab. 16(3): 1084-1126 (July, 1988). DOI: 10.1214/aop/1176991679

Abstract

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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Karl Oelschlager. "Homogenization of a Diffusion Process in a Divergence-Free Random Field." Ann. Probab. 16 (3) 1084 - 1126, July, 1988. https://doi.org/10.1214/aop/1176991679