A central limit theorem for diffusions with periodic coefficients

DOI10.1214/aop/1176992998zbMath0575.60075MaRDI QIDQ1063949

Rabi N. Bhattacharya

Publication date: 1985

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176992998

zbMATH Keywords

invariance; diffusion with periodic coefficients; Markov process on the torus

Mathematics Subject Classification ID

60J60: Diffusion processes

60F17: Functional limit theorems; invariance principles

Related Items

A hierarchy of gaussian and non-gaussian asymptotics of a class of Fokker-Planck equations with multiple scales, Parameter estimation via homogenization for stochastic dynamical systems with oscillating coefficients, Some Remarks on Preconditioning Molecular Dynamics, Variance reduction using nonreversible Langevin samplers, Estimating the unknown parameter in weak-signal systems, Maximum likelihood drift estimation for multiscale diffusions, The scaling limit behaviour of periodic stable-like processes, Homogenization of periodic diffusion with small jumps, Ergodicity and central limit theorems for a class of Markov processes, Developement of stochastic partial differential equations for subsurface hydrology, Analysis of macrodispersion through volume-averaging: Moment equations, Asymptotic behavior of integral functionals of diffusion processes with periodic coefficients, Homogenization of a reflecting barrier Brownian motion in a continuum percolation cluster in \(R^ d\), An invariance principle for non-symmetric Markov processes and reflecting diffusions in random domains, Multiscale diffusion processes with periodic coefficients and an application to solute transport in porous media, On functional limit theorems for solutions of stochastic equations, Speed of convergence to equilibrium and to normality for diffusions with multiple periodic scales, Numerical homogenization method for parabolic advection-diffusion multiscale problems with large compressible flows, Multiscale numerical methods for passive advection-diffusion in incompressible turbulent flow fields, A functional non-central limit theorem for jump-diffusions with periodic coefficients driven by stable Lévy-noise, Periodic homogenization for inertial particles, A functional central limit theorem for diffusions on periodic submanifolds of \(\mathbb R^N\), The Effect of Mean Flows on Enhanced Diffusivity in Transport by Incompressible Periodic Velocity Fields