Markov chain approximations to symmetric diffusions

DOI10.1016/S0246-0203(97)80107-0zbMATH Open0885.60065WikidataQ127840638 ScholiaQ127840638MaRDI QIDQ1372355FDOQ1372355

Authors: Daniel W. Stroock, Weian Zheng 

Publication date: 31 March 1998

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1997__33_5_619_0

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zbMATH Keywords

Markov chainsymmetric diffusionDirichlet formdivergence form operatorDe Giorgi-Moser-Nash theory

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Diffusion processes (60J60)

Cited In (44)

• Crossing estimates for symmetric Markov processes
• Markov chain approximations to nonsymmetric diffusions with bounded coefficients
• A class of singular symmetric Markov processes
• First-order expansion of homogenized coefficients under Bernoulli perturbations
• The non-locality of Markov chain approximations to two-dimensional diffusions
• Fast-reaction limit for Glauber-Kawasaki dynamics with two components
• Convergence of Brownian motions on metric measure spaces under Riemannian curvature-dimension conditions
• Markov chain approximations for one dimensional diffusions
• Fluctuations for the Ginzburg-Landau \(\nabla \phi\) interface model on a bounded domain
• Markov chain approximations for symmetric jump processes
• Homogenization of a bond diffusion in a locally ergodic random environment.
• Stability and approximations of symmetric diffusion semigroups and kernels
• Markov chain approximations for nonsymmetric processes
• Approximation of Hunt processes by multivariate Poisson processes
• Symmetric jump processes: localization, heat kernels and convergence
• Time-fractional and memoryful \(\Delta^{2^{k}}\) SIEs on \(\mathbb{R}_{+}\times\mathbb{R}^{d}\): how far can we push white noise?
• A Donsker theorem to simulate one-dimensional processes with measurable coefficients
• Symmetric simple exclusion process in dynamic environment: hydrodynamics
• Random walks on supercritical percolation clusters
• A transformed stochastic Euler scheme for multidimensional transmission PDE
• Equilibrium fluctuations for \(\nabla\varphi\) interface model
• Volume doubling, Poincaré inequality and Gaussian heat kernel estimate for non-negatively curved graphs
• Gaussian bounds and parabolic Harnack inequality on locally irregular graphs
• Local approximations of Markov random walks by diffusions.
• Scaling limits for gradient systems in random environment
• Random walks among time increasing conductances: heat kernel estimates
• Discrete approximation to Brownian motion with darning
• Motion by mean curvature from Glauber-Kawasaki dynamics
• Discrete approximation of symmetric jump processes on metric measure spaces
• Regularity of harmonic functions for some Markov chains with unbounded range
• Title not available (Why is that?)
• Symmetric Markov chains on ℤ^{𝕕} with unbounded range
• Spectral homogenization of reversible random walks on \(\mathbb Z^d\) in a random environment.
• On estimating the derivatives of symmetric diffusions in stationary random environment, with applications to \(\nabla\varphi\) interface model
• Asymptotic survival probabilities in the random saturation process.
• Markov jump processes approximating a non-symmetric generalized diffusion
• Markov chain approximations to singular stable-like processes
• Approximation of jump processes on fractals
• Convergence to the thermodynamic limit for random-field random surfaces
• Convergence of symmetric Markov chains on \({\mathbb{Z}^d}\)
• Hydrodynamics for the partial exclusion process in random environment
• Transition probabilities for symmetric jump processes
• Markov chain approximation of pure jump processes
• Hydrodynamic limit of the Schelling model with spontaneous Glauber and Kawasaki dynamics

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