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A NOTE ON AVERAGING AND HOMOGENIZATION

R. KHASMINSKII

Department of Mathematics, Wayne State University, Detroit, MI, 48202, USA

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and

F. KLEBANER

School of Mathematical Sciences, Monash University, Clayton, Vic., Australia

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https://doi.org/10.1142/S0219493703000656Cited by:1 (Source: Crossref)

Abstract

Recently an averaging principle for diffusion processes with a null-recurrent fast component without a drift term was obtained in [4]. In this note this result is widened to allow a drift in the fast component. As a corollary a new result on the homogenization for parabolic PDE's is obtained.

Keywords:

AMSC: Primary 60J60, Secondary 60B10

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