On the sector condition and homogenization of diffusions with a Gaussian drift |
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Authors: | Tomasz Komorowski Stefano Olla |
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Affiliation: | a Institute of Mathematics, UMCS, Pl. Marii Curie-Sk?odowskiej 1, 20-031 Lublin, Poland b Ceremade, UMR CNRS 7534 Université de Paris IX - Dauphine, Place du Maréchal De Lattre De Tassigny 75775 Paris, Cedex 16, France |
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Abstract: | ![]() In this paper we present the functional central limit theorem for a class of Markov processes, whose L2-generator satisfies the so-called graded sector condition. We apply the result to obtain homogenization theorems for certain classes of diffusions with a random Gaussian drift. Additionally, we present a result concerning the regularity of the effective diffusivity tensor with respect to the parameters related to the statistics of the drift. The abstract central limit theorem, see Theorem 2.2, is obtained by applying the technique used in Sethuraman et al. (Comm. Pure Appl. Math. 53 (2000) 972) to the case of infinite particle systems. |
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Keywords: | primary 60F17 35B27 secondary 60G44 |
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