An invariance principle for non-symmetric Markov processes and reflecting diffusions in random domains
From MaRDI portal
Publication:1346964
DOI10.1007/BF01192195zbMath0816.60079MaRDI QIDQ1346964
Hirofumi Osada, Toshifumi Saitoh
Publication date: 6 July 1995
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
homogenization problem; invariance principle for additive functionals; non-symmetric reflecting diffusions in random domains
60J60: Diffusion processes
60J55: Local time and additive functionals
35K99: Parabolic equations and parabolic systems
Related Items
The sector constants of continuous state branching processes with immigration, Effective conductivity and skew Brownian motion., On the sector condition and homogenization of diffusions with a Gaussian drift, Finite-dimensional approximation of the self-diffusion coefficient for the exclusion process
Cites Work
- Stochastic calculus related to non-symmetric Dirichlet forms
- An invariance principle for reversible Markov processes. Applications to random motions in random environments
- A central limit theorem for diffusions with periodic coefficients
- Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions
- Homogenization of a diffusion process in a divergence-free random field
- A construction of reflecting barrier Brownian motions for bounded domains
- Homogenization of a reflecting barrier Brownian motion in a continuum percolation cluster in \(R^ d\)
- Limit theorems for a class of diffusion processes
- Explicit Constants for Gaussian Upper Bounds on Heat Kernels
- CONDUCTIVITY OF TWO-DIMENSIONAL RANDOM MEDIA
- Unnamed Item
- Unnamed Item
- Unnamed Item