

























In this paper, we establish a general convergence theorem for solutions of multivariate stochastic differential equations with countably many singular terms expressed as integrals with respect to local times. The processes under consideration describe diffusions in the presence of semipermeable hyperplane interfaces. These interfaces may become sticky after applying a random time change that depends on the amount of local time accumulated on each interface. We show that, as the distance between the interfaces tends to zero, the local-time terms converge to a limiting homogenized drift term. When the interfaces are sticky, the limiting diffusion also decelerates, meaning that its diffusion coefficient is effectively reduced. Such limit theorems illustrate a form of stochastic homogenization for diffusions evolving in a heterogeneous medium interleaved with semipermeable, sticky interfaces.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。