On the sector condition and homogenization of diffusions with a Gaussian drift
type: Item
instance of: scholarly article
title: On the sector condition and homogenization of diffusions with a Gaussian drift
zbMATH Open document ID: 1017.60038
DOI: 10.1016/S0022-1236(02)00039-3
author: Tomasz Komorowski
author: Stefano Olla
published in: Journal of Functional Analysis
publication date: 2003-04-09T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 60F17
Mathematics Subject Classification ID: 60G44
Mathematics Subject Classification ID: 35B27
zbMATH DE Number: 1895820
zbMATH Keywords: invariance principle
zbMATH Keywords: homogenization
zbMATH Keywords: martingale
zbMATH Keywords: Gaussian random field
zbMATH Keywords: Hermite polynomials
reviewed by: Zdzisław Rychlik
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1895820