Volume 2006, Issue 1 037643
Open Access

Locally periodic homogenization of reflected diffusion

Aboubakary Diakhaby

Aboubakary Diakhaby

Université Gaston Berger, Saint-Louis BP 234, Senegal ugb.sn

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Youssef Ouknine

Corresponding Author

Youssef Ouknine

Department of Mathematics, Faculty of Sciences Semlalia, Marrakesh BP 2390, Morocco uca.ma

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First published: 06 July 2006

Abstract

We study the homogenization of reflected SDEs with locally periodic coefficients and highly oscillating drift. Our method is entirely probabilistic, and builds upon earlier works of Tanaka, Benchérif-Madani and Pardoux, and Bensoussan et al We extend, to Tanaka′s theorem locally periodic case.

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