Faculty in  Mathematical  Finance             Math Finance Home Conferences Seminars People Open Positions Contact CCF Seminar Zsolt Pajor-Gyulai University of Maryland Title: From averaging to homogenization in cellular flows - an exact description of the transition Abstract: We consider a two-parameter averaging-homogenization type elliptic problem together with the stochastic representation of the solution. A limit theorem is derived for the corresponding diffusion process and a precise description of the two-parameter limit behavior for the solution of the PDE is obtained. Joint work with M. Hairer and L. Koralov. Date: Monday, January 26, 2015Time: 4:30 pmLocation: Wean Hall 6423Submitted by:  Shreve