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
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