Journal of Applied Mathematics and Stochastic Analysis
Volume 2006 (2006), Article ID 37643, 17 pages
Locally periodic homogenization of reflected diffusion
1Université Gaston Berger, Saint-Louis BP 234, Senegal
2Department of Mathematics, Faculty of Sciences
Semlalia, Marrakesh BP 2390, Morocco
Received 27 July 2005; Accepted 15 February 2006
Copyright © 2006 Aboubakary Diakhaby and Youssef Ouknine. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
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.