Central limit theorem for finite- and infinite-dimensional diffusions in ergodic environments

MaRDI QIDQ5267633zbMATH OpenFDO

Authors Lu Xu

Publication date 13 June 2017

zbMATH Keywords

central limit theoremdiffusion processhomogenizationrandom environmentstochastic heat equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Central limit and other weak theorems (60F05) Diffusion processes (60J60) Processes in random environments (60K37)

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(3)

• An invariance principle for stochastic heat equations with periodic coefficients
• A central limit theorem for stochastic heat equations in random environment
• Central limit theorem for branching Brownian motions in random environment

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