Affiliations: Institute of Mathematics, UMCS, Lublin, Poland. E-mail: [email protected] | Institute of Mathematics, Polish Academy of Sciences, Warsaw, Poland. E-mail: [email protected]
Note: [] Corresponding author: Tomasz Komorowski, Institute of Mathematics, Polish Academy of Sciences, Śniadeckich, 8, 00-956, Warsaw, Poland. E-mail: [email protected]
Abstract: In the present paper we prove homogenization for diffusions and the solutions of their corresponding Kolmogorov's equation with random, non-stationary, but locally ergodic coefficients. The results generalizes earlier work of Papanicolaou and Varadhan [in: Statistics and Probability: Essays in Honor of C.R. Rao, North-Holland, 1982, pp. 547–552] and Yurinskii [Sibirsk. Mat. Zh. 23(2) (1982), 176–188].
Keywords: homogenization, random diffusions, non-stationary environments, local ergodicity
