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].
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