A functional central limit theorem for diffusions on periodic submanifolds of \(\mathbb R^N\) (Q2571013)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A functional central limit theorem for diffusions on periodic submanifolds of \(\mathbb R^N\) |
scientific article |
Statements
A functional central limit theorem for diffusions on periodic submanifolds of \(\mathbb R^N\) (English)
0 references
2 November 2005
0 references
The author proves a functional central limit theorem for diffusions on periodic submanifolds of \(\mathbb R^N\) using martingale characterization of the diffusions. The result then applies to obtain a recurrence and a transience criterion for periodic diffusions.
0 references
homogenization
0 references
asymptotic analysis
0 references
periodic diffusion
0 references
periodic manifold
0 references
recurrence
0 references
transience
0 references
0 references
