Homogenization of a Multivariate Diffusion with Semipermeable Interfaces

Pub Date : 2024-03-07 DOI:10.1007/s10959-024-01317-5

引用次数: 0

Abstract

We study the homogenization problem for a system of stochastic differential equations with local time terms that models a multivariate diffusion in the presence of semipermeable hyperplane interfaces with oblique penetration. We show that this system has a unique weak solution and determine its weak limit as the distances between the interfaces converge to zero. In the limit, the singular local times terms vanish and give rise to an additional regular interface-induced drift.

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带半透界面的多元扩散的均质化

摘要我们研究了一个具有局部时间项的随机微分方程系统的均质化问题，该系统是在具有斜穿透性的半透超平面界面存在的情况下的多变量扩散模型。我们证明了该系统具有唯一的弱解，并确定了其在界面间距离趋近于零时的弱极限。在该极限中，奇异的局部时间项消失，并产生了额外的规则界面诱导漂移。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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