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An invariance principle for non-symmetric Markov processes and reflecting diffusions in random domains
Authors:Hirofumi Osada  Toshifumi Saitoh
Institution:(1) Department of Mathematical Sciences, University of Tokyo, 7-3-1 Hongo, Tokyo, 113, Japan
Abstract:Summary We study an invariance principle for additive functionals of nonsymmetric Markov processes with singular mean forward velocities. We generalize results of Kipnis and Varadhan KV] and De Masi et al. De] in two directions: Markov processes are non-symmetric, and mean forward velocities are distributions. We study continuous time Markov processes. We use our result to homogenize non-symmetric reflecting diffusions in random domains.
Keywords:60J55  60J60  35K99
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