An invariance principle for non-symmetric Markov processes and reflecting diffusions in random domains (Q1346964)
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scientific article; zbMATH DE number 739103
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An invariance principle for non-symmetric Markov processes and reflecting diffusions in random domains |
scientific article; zbMATH DE number 739103 |
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An invariance principle for non-symmetric Markov processes and reflecting diffusions in random domains (English)
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6 July 1995
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The authors prove an invariance principle for additive functionals of certain Markov processes with singular mean forward velocities. Results of \textit{C. Kipnis} and \textit{S. R. S. Varadhan} [Commun. Math. Phys. 104, 1-19 (1986; Zbl 0588.60058)] and \textit{A. De Masi}, \textit{P. A. Ferrari}, \textit{S. Goldstein} and \textit{W. D. Wick} [J. Stat. Phys. 55, No. 3/4, 787- 855 (1989; Zbl 0713.60041)] are thus generalized in two directions: the processes considered are non-symmetric and mean forward velocities are distributions. The result obtained is applied to the homogenization problem of non-symmetric reflecting diffusions in random domains.
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non-symmetric reflecting diffusions in random domains
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invariance principle for additive functionals
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homogenization problem
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0.91538274
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