"Homogenization of a multivariate diffusion with semipermeable interfaces"

This is an informal seminar in the Working Seminar series. There will be plenty of interaction, questions during the talk are expected.
Abstract. We establish a general convergence theorem for solutions of multivariate stochastic differential equations with countably many singular terms expressed as integrals with respect to local times. The processes under consideration describe diffusions in the presence of semipermeable hyperplane interfaces. These interfaces may become sticky after applying a random time change that depends on the amount of local time accumulated on each interface We show that, as the distance between the interfaces tends to zero, the local-time terms converge to a limiting homogenized drift term. When the  interfaces are sticky, the limiting diffusion also decelerates, meaning that its diffusion coefficient is effectively reduced. Such limit theorems illustrate a form of stochastic homogenization fo diffusions evolving in a heterogeneous medium interleaved with semipermeable, sticky interfaces.