Functional central limit theorem for Brownian particles in domains with Robin boundary condition

DOI10.1016/J.JFA.2015.09.022zbMATH Open1342.60044arXiv1404.1442OpenAlexW2963427116MaRDI QIDQ892665FDOQ892665

Authors: Zhen-Qing Chen, Wai-Tong (Louis) Fan 

Publication date: 11 November 2015

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Abstract: We rigorously derive non-equilibrium space-time fluctuation for the particle density of a system of reflected diffusions in bounded Lipschitz domains in $mathbb{R}^d$. The particles are independent and are killed by a time-dependent potential which is asymptotically proportional to the boundary local time. We generalize the functional analytic framework introduced by Kotelenez [19, 20] to deal with time-dependent perturbations. Our proof relies on Dirichlet form method rather than the machineries derived from Kotelenez's sub-martingale inequality. Our result holds for any symmetric reflected diffusion, for any bounded Lipschitz domain and for any dimension $dgeq1$.

Full work available at URL: https://arxiv.org/abs/1404.1442

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zbMATH Keywords

functional central limit theoremfluctuationRobin boundary conditionDirichlet spacesstochastic partial differential equationhydrodynamic limitsymmetric Markov processesBrownian particlesreflecting Markov processes

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Central limit and other weak theorems (60F05) Diffusion processes (60J60) Brownian motion (60J65) Functional limit theorems; invariance principles (60F17) Random measures (60G57) Boundary theory for Markov processes (60J50)

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Cited In (2)

• Fluctuation limit for interacting diffusions with partial annihilations through membranes
• Scaling limits of interacting diffusions in domains

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