On the sector condition and homogenization of diffusions with a Gaussian drift (Q1869045)
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scientific article; zbMATH DE number 1895820
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the sector condition and homogenization of diffusions with a Gaussian drift |
scientific article; zbMATH DE number 1895820 |
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On the sector condition and homogenization of diffusions with a Gaussian drift (English)
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9 April 2003
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The authors present the functional central limit theorem for a class of Markov processes, whose \(L^2\)-generator satisfies the so-called graded sector condition. This result is applied to obtain homogenization theorems for certain classes of diffusions with a random Gaussian drift. The authors also present a result concerning the regularity of the effective diffusivity tensor with respect to the parameters related to the statistics of the drift.
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invariance principle
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homogenization
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martingale
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Gaussian random field
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Hermite polynomials
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