The central limit theorem in Lipschitz domains

DOI10.1007/s40574-014-0005-xzbMath1306.60012OpenAlexW2149347650MaRDI QIDQ461407

Nicholas Th. Varopoulos

Publication date: 10 October 2014

Published in: Bollettino dell'Unione Matematica Italiana (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40574-014-0005-x

zbMATH Keywords

Brownian motionstopped random walkcentral limit theoremtransition densityLipschitz boundaryelliptic differential operatorcentered random walk

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Diffusion processes (60J60) Boundary behavior of harmonic functions in higher dimensions (31B25) Homogenization in context of PDEs; PDEs in media with periodic structure (35B27)

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The 4-Player Gambler’s Ruin Problem ⋮ Analytic-geometric methods for finite Markov chains with applications to quasi-stationarity

Cites Work

• A backward Harnack inequality and Fatou theorem for nonnegative solutions of parabolic equations
• The discrete and classical Dirichlet problem
• Gaussian estimates for Markov chains and random walks on groups
• Parabolic singular integrals in probability theory
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• Some properties of nonnegative solutions of parabolic differential operators
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• Gaussian upper bounds for the heat kernels of some second-order operators on Riemannian manifolds
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• Potential Theory in Lipschitz Domains
• The Method of Layer Potentials for the Heat Equation in Lipschitz Cylinders
• Area Integral Estimates for Caloric Functions
• STABILIZATION OF SOLUTIONS OF THE THIRD MIXED PROBLEM FOR A SECOND ORDER PARABOLIC EQUATION IN A NONCYLINDRICAL DOMAIN
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• The Dirichlet problem for second order parabolic operators
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• Diffusion on Lie Groups (III)
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• The central limit theorem in Lipschitz domains (an overview and the conformal invariance)
• Bounds for the fundamental solution of a parabolic equation
• Classical potential theory and its probabilistic counterpart.
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