A functional central limit theorem for diffusions on periodic submanifolds of \(\mathbb R^N\) (Q2571013)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A functional central limit theorem for diffusions on periodic submanifolds of \(\mathbb R^N\) |
scientific article |
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A functional central limit theorem for diffusions on periodic submanifolds of \(\mathbb R^N\) (English)
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2 November 2005
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The author proves a functional central limit theorem for diffusions on periodic submanifolds of \(\mathbb R^N\) using martingale characterization of the diffusions. The result then applies to obtain a recurrence and a transience criterion for periodic diffusions.
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homogenization
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asymptotic analysis
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periodic diffusion
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periodic manifold
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recurrence
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transience
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