Stochastic Homogenization of Reflected Diffusion Processes
Résumé
We investigate stochastic homogenization for Reflected Stochastic Differential Equations (RSDE) on a half-plane when it is necessary to analyze both the homogenized equation and the boundary condition. The coefficients of the RSDE are assumed to be stationary. We prove that the limiting process is a reflected non-standard Brownian motion.
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