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Stochastic Homogenization of Reflected Stochastic Differential Equations

   
@article{EJP776,
	author = {Remi Rhodes},
	title = {Stochastic Homogenization of Reflected Stochastic Differential Equations},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {15},
	year = {2010},
	keywords = {homogenization; functional limit theorem; reflected stochastic differential equation; random medium; Skorohod problem; local time},
	abstract = {We investigate a functional limit theorem (homogenization) for Reflected Stochastic Differential Equations on a half-plane with stationary coefficients when it is necessary to analyze both the effective Brownian motion and the effective local time. We prove that the limiting process is a reflected non-standard Brownian motion. Beyond the result, this problem is known as a prototype of non-translation invariant problem making the usual method of the "environment as seen from the particle" inefficient.},
	pages = {no. 31, 989-1023},
	issn = {1083-6489},
	doi = {10.1214/EJP.v15-776},    
        url = {http://ejp.ejpecp.org/article/view/776}}