Speed of convergence to equilibrium and to normality for diffusions with multiple periodic scales

DOI10.1016/S0304-4149(98)00069-6zbMath0962.60045OpenAlexW2024006965MaRDI QIDQ1593610

Alok Goswami, Manfred Denker, Rabi N. Bhattacharya

Publication date: 17 January 2001

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(98)00069-6

zbMATH Keywords

periodic coefficientsGaussian approximation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (4)

Accelerating Brownian motion on \(N\)-torus ⋮ Attaining the optimal Gaussian diffusion acceleration ⋮ Nonparametric Bayesian posterior contraction rates for scalar diffusions with high-frequency data ⋮ Multiscale diffusion processes with periodic coefficients and an application to solute transport in porous media

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• A central limit theorem for diffusions with periodic coefficients
• Time-scales for Gaussian approximation and its breakdown under a hierarchy of periodic spatial heterogeneities
• Asymptotic expansions for sums of weakly dependent random vectors
• Bounds for the fundamental solution of a parabolic equation

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