The central limit theorem in Lipschitz domains

DOI10.1007/s40574-014-0005-xzbMath1306.60012MaRDI QIDQ461407

Publication date: 10 October 2014

Published in: Bollettino dell'Unione Matematica Italiana (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40574-014-0005-x

zbMATH Keywords

Brownian motion stopped random walk central limit theorem transition density Lipschitz boundary elliptic differential operator centered random walk

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60G50: Sums of independent random variables; random walks

60J65: Brownian motion

60J60: Diffusion processes

31B25: Boundary behavior of harmonic functions in higher dimensions

35B27: Homogenization in context of PDEs; PDEs in media with periodic structure

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