Open Access
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.

Copyright © 1988 Institute of Mathematical Statistics
Karl Oelschlager "Homogenization of a Diffusion Process in a Divergence-Free Random Field," The Annals of Probability 16(3), 1084-1126, (July, 1988). https://doi.org/10.1214/aop/1176991679
Published: July, 1988
Vol.16 • No. 3 • July, 1988
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