An invariance principle for non-symmetric Markov processes and reflecting diffusions in random domains
The authors prove an invariance principle for additive functionals of certain Markov processes with singular mean forward velocities. Results of \textit{C. Kipnis} and \textit{S. R. S. Varadhan} [Commun. Math. Phys. 104, 1-19 (1986; Zbl 0588.60058)] and \textit{A. De Masi}, \textit{P. A. Ferrari}, \textit{S. Goldstein} and \textit{W. D. Wick} [J. Stat. Phys. 55, No. 3/4, 787- 855 (1989; Zbl 0713.60041)] are thus generalized in two directions: the processes considered are non-symmetric and mean forward velocities are distributions. The result obtained is applied to the homogenization problem of non-symmetric reflecting diffusions in random domains.
- Invariance principle for symmetric diffusions in a degenerate and unbounded stationary and ergodic random medium
- Invariance principle for a diffusion in a Markov field
- An invariance principle for branching diffusions in bounded domains
- scientific article; zbMATH DE number 3911399
- An invariance principle for semi-Markov processes
- An invariance principle for Markov processes and Brownian particles with singular interaction
- An invariance principle for reversible Markov processes. Applications to random motions in random environments
- A central limit theorem for diffusions with periodic coefficients
- A construction of reflecting barrier Brownian motions for bounded domains
- An invariance principle for reversible Markov processes. Applications to random motions in random environments
- Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions
- CONDUCTIVITY OF TWO-DIMENSIONAL RANDOM MEDIA
- Explicit Constants for Gaussian Upper Bounds on Heat Kernels
- Homogenization of a diffusion process in a divergence-free random field
- Homogenization of a reflecting barrier Brownian motion in a continuum percolation cluster in \(R^ d\)
- scientific article; zbMATH DE number 3656300 (Why is no real title available?)
- scientific article; zbMATH DE number 48952 (Why is no real title available?)
- scientific article; zbMATH DE number 503490 (Why is no real title available?)
- Limit theorems for a class of diffusion processes
- Stochastic calculus related to non-symmetric Dirichlet forms
- Effective conductivity and skew Brownian motion.
- A central limit theorem for stochastic heat equations in random environment
- On the sector condition and homogenization of diffusions with a Gaussian drift
- Finite-dimensional approximation of the self-diffusion coefficient for the exclusion process
- Invariance principle for a diffusion in a Markov field
- scientific article; zbMATH DE number 3911399 (Why is no real title available?)
- The sector constants of continuous state branching processes with immigration
- An invariance principle for stochastic heat equations with periodic coefficients
- Stochastic geometry and dynamics of infinitely many particle systems -- random matrices and interacting Brownian motions in infinite dimensions
- Quenched invariance principle for a reflecting diffusion in a continuum percolation cluster
- Vanishing self-diffusivity in Ginibre interacting Brownian motions in two dimensions
- Local central limit theorem for reflecting diffusions in a continuum percolation cluster
- Limit theorems for Markov chains by the symmetrization method
This page was built for publication: An invariance principle for non-symmetric Markov processes and reflecting diffusions in random domains
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1346964)