A CLT for degenerate diffusions with periodic coefficients, and application to homogenization of linear PDEs
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Publication:2656243
DOI10.1016/j.jde.2021.02.018zbMath1460.35022arXiv2102.04935OpenAlexW3132336036MaRDI QIDQ2656243
Ivana Valentić, Nikola Sandrić
Publication date: 11 March 2021
Published in: Journal of Differential Equations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2102.04935
Feynman-Kac formulaperiodic homogenizationdegenerate diffusion processcharacteristics of semimartingale
Continuous-time Markov processes on general state spaces (60J25) Degenerate parabolic equations (35K65) Degenerate elliptic equations (35J70) Functional limit theorems; invariance principles (60F17) Homogenization in context of PDEs; PDEs in media with periodic structure (35B27)
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