A functional central limit theorem for diffusions on periodic submanifolds of ℝ N |
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Authors: | Brice Franke |
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Affiliation: | (1) Ruhr Universität Bochum, 44780 Bochum, Germany |
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Abstract: | We prove a functional central limit theorem for diffusions on periodic sub- manifolds of ℝN. The proof is an adaptation of a method presented in [BenLioPap] and [Bha] for proving functional central limit theorems for diffusions with periodic drift vectorfields. We then apply the central limit theorem in order to obtain a recurrence and a transience criterion for periodic diffusions. Other fields of applications could be heat-kernel estimates, similar to the ones obtained in [Lot].Mathematics Subject Classification (2000): 35B27, 60F05, 58J65The author wants to express his gratitude toward the National Cheng Kung University in Tainan (Taiwan) for its kind hospitality. |
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Keywords: | Functional central limit theorem Homogenization Asymptotic analysis Periodic diffusion Periodic manifold Recurrence Transience |
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