A functional central limit theorem for diffusions on periodic submanifolds of R^N

DOI10.1007/S00440-004-0425-0MaRDI QIDQ2571013zbMATH OpenOpenAlexFDO

Authors Brice Franke

Publication date 2 November 2005

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00440-004-0425-0

zbMATH Keywords

asymptotic analysishomogenizationperiodic diffusionperiodic manifoldrecurrencetransience

Mathematics Subject Classification ID

Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) Diffusion processes and stochastic analysis on manifolds (58J65) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)

Review text

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.

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Cites work

• A central limit theorem for diffusions with periodic coefficients
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• Riemannian geometry and geometric analysis
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Cited in

(5)

• A central limit theorem for diffusions with periodic coefficients
• Periodic homogenization of nonsymmetric Lévy-type processes
• Heat content inequalities for diffusions on manifolds
• Limit theorems for a class of diffusion processes
• scientific article; zbMATH DE number 2063326 (Why is no real title available?)

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