International Journal of Stochastic Analysis

International Journal of Stochastic Analysis / 2006 / Article

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Volume 2006 |Article ID 037643 | https://doi.org/10.1155/JAMSA/2006/37643

Aboubakary Diakhaby, Youssef Ouknine, "Locally periodic homogenization of reflected diffusion", International Journal of Stochastic Analysis, vol. 2006, Article ID 037643, 17 pages, 2006. https://doi.org/10.1155/JAMSA/2006/37643

Locally periodic homogenization of reflected diffusion

Received27 Jul 2005
Accepted15 Feb 2006
Published06 Jul 2006

Abstract

We study the homogenization of reflected SDEs with locally periodic coefficients and highly oscillating drift. Our method is entirely probabilistic, and builds upon earlier works of Tanaka, Benchérif-Madani and Pardoux, and Bensoussan et al We extend, to Tanaka's theorem locally periodic case.

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Copyright © 2006 Aboubakary Diakhaby and Youssef Ouknine. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.


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