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 analysishomogenizationrecurrencetransienceperiodic manifoldperiodic diffusion

Mathematics Subject Classification ID

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

Recommendations

• A central limit theorem for diffusions with periodic coefficients
• Limit theorems for a class of diffusion processes
• scientific article; zbMATH DE number 3940359
• A class of limit theorems for singular diffusions
• scientific article; zbMATH DE number 3927962

Cites work

• scientific article; zbMATH DE number 3951715 (Why is no real title available?)
• scientific article; zbMATH DE number 48952 (Why is no real title available?)
• scientific article; zbMATH DE number 3627589 (Why is no real title available?)
• scientific article; zbMATH DE number 1179494 (Why is no real title available?)
• A central limit theorem for diffusions with periodic coefficients
• Remark about heat diffusion on periodic spaces
• Riemannian geometry and geometric analysis
• The triply periodic minimal surfaces of Alan Schoen and their constant mean curvature companions

Cited in

(5)

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

This page was built for publication: A functional central limit theorem for diffusions on periodic submanifolds of \(\mathbb R^N\)

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2571013)