An invariance principle for non-symmetric Markov processes and reflecting diffusions in random domains

Autor:	Toshifumi Saitoh, Hirofumi Osada
Rok vydání:	1995
Předmět:	Statistics and Probability Markov kernel Invariance principle Markov chain Mathematical finance Variable-order Markov model Mathematical analysis Non symmetric Markov process symbols.namesake Diffusion process symbols Applied mathematics Statistics Probability and Uncertainty Analysis Mathematics
Zdroj:	Probability Theory and Related Fields. 101:45-63
ISSN:	1432-2064 0178-8051
DOI:	10.1007/bf01192195
Popis:	We study an invariance principle for additive functionals of nonsymmetric Markov processes with singular mean forward velocities. We generalize results of Kipnis and Varadhan [KV] and De Masi et al. [De] in two directions: Markov processes are non-symmetric, and mean forward velocities are distributions. We study continuous time Markov processes. We use our result to homogenize non-symmetric reflecting diffusions in random domains.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::271425eb262ea45d3c037c0fdc8b2bb5 https://doi.org/10.1007/bf01192195 Zobrazit plný text záznamu Full text from SpringerLink