Locally periodic homogenization of reflected diffusion

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

[学科分类] 应用数学