Article

# Homogenization of Heat Equation with Large Time-dependent Random Potential

Stochastic Processes and their Applications (Impact Factor: 0.95). 01/2014; DOI: 10.1016/j.spa.2014.07.024

Source: arXiv

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**ABSTRACT:**In this paper, we establish a version of the Feynman-Kac formula for multidimensional stochastic heat equation driven by a general semimartingale. This Feynman-Kac formula is then applied to study some nonlinear stochastic heat equations driven by nonhomogenous Gaussian noise: First, it is obtained an explicit expression for the Malliavin derivatives of the solutions. Based on the representation we obtain the smooth property of the density of the law of the solution. On the other hand, we also obtain the H\"older continuity of the solutions.Stochastic Processes and their Applications 10/2011; 123(3). · 0.95 Impact Factor - [Show abstract] [Hide abstract]

**ABSTRACT:**In this article, we consider the problem of homogenising the linear heat equation perturbed by a rapidly oscillating random potential. We consider the situation where the space-time scaling of the potential's oscillations is \textit{not} given by the diffusion scaling that leaves the heat equation invariant. Instead, we treat the case where spatial oscillations are much faster than temporal oscillations. Under suitable scaling of the amplitude of the potential, we prove convergence to a deterministic heat equation with constant potential, thus completing the results previously obtained in \cite{MR2962093}.03/2013; - [Show abstract] [Hide abstract]

**ABSTRACT:**We prove a functional central limit theorem for additive functionals of stationary reversible ergodic Markov chains under virtually no assumptions other than the necessary ones. We use these results to study the asymptotic behavior of a tagged particle in an infinite particle system performing simple excluded random walk.Communications in Mathematical Physics 01/1986; · 1.97 Impact Factor

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