A CLT for degenerate diffusions with periodic coefficients, and application to homogenization of linear PDEs

DOI10.1016/J.JDE.2021.02.018MaRDI QIDQ2656243zbMATH OpenOpenAlexFDO

Authors Nikola Sandrić, Ivana Valentić

Publication date 11 March 2021

Published in Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2102.04935

zbMATH Keywords

characteristics of semimartingaledegenerate diffusion processFeynman-Kac formulaperiodic homogenization

Mathematics Subject Classification ID

Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) Degenerate elliptic equations (35J70) Degenerate parabolic equations (35K65) Functional limit theorems; invariance principles (60F17) Continuous-time Markov processes on general state spaces (60J25)

Abstract: In this article, we obtain a functional CLT for a class of degenerate diffusion processes with periodic coefficients, thus generalizing the already classical results in the context of uniformly elliptic diffusions. As an application, we also discuss periodic homogenization of a class of linear degenerate elliptic and parabolic PDEs.

Review text

Using probabilistic techniques, the authors study the periodic homogenization of a class of degenerate elliptic and degenerate parabolic equations (with non-oscillaating Dirichlet boundary conditions).

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Cited in

(2)

• CLT for approximating ergodic limit of SPDEs via a full discretization
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