• Title of article

    On the sector condition and homogenization of diffusions with a Gaussian drift

  • Author/Authors

    Tomasz Komorowski، نويسنده , , Stefano Olla، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2003
  • Pages
    33
  • From page
    179
  • To page
    211
  • Abstract
    In this paper we present the functional central limit theorem for a class of Markov processes, whose L2-generator satisfies the so-called graded sector condition. We apply the result to obtain homogenization theorems for certain classes of diffusions with a random Gaussian drift. Additionally, we present a result concerning the regularity of the effective diffusivity tensor with respect to the parameters related to the statistics of the drift. The abstract central limit theorem, see Theorem 2.2, is obtained by applying the technique used in Sethuraman et al. (Comm. Pure Appl. Math. 53 (2000) 972) to the case of infinite particle systems
  • Keywords
    Invariance principle , homogenization , Martingale , Gaussian random fields , Hermitepolynomials
  • Journal title
    Journal of Functional Analysis
  • Serial Year
    2003
  • Journal title
    Journal of Functional Analysis
  • Record number

    761522