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arxiv: 0808.3301 · v1 · submitted 2008-08-25 · 🧮 math.PR

On homogenization of space-time dependent and degenerate random flows II

classification 🧮 math.PR
keywords diffusioncriticaldegeneratedependenthomogenizationrandomspace-timetime
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We study the long time behavior (homogenization) of a diffusion in random medium with time and space dependent coefficients. The diffusion coefficient may degenerate. In Stochastic Process. Appl. (2007) (to appear), an invariance principle is proved for the critical rescaling of the diffusion. Here, we generalize this approach to diffusions whose space-time scaling differs from the critical one.

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