Locally periodic homogenization of reflected diffusion
Aboubakary Diakhaby, Youssef Ouknine · International Journal of Stochastic Analysis · 2006
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.