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

Hirofumi Osada; Toshifumi Saitoh

doi:10.1007/BF01192195

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

Hirofumi Osada, Toshifumi Saitoh

Research output: Contribution to journal › Article › peer-review

16 Citations (Scopus)

Abstract

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.

Original language	English
Pages (from-to)	45-63
Number of pages	19
Journal	Probability Theory and Related Fields
Volume	101
Issue number	1
DOIs	https://doi.org/10.1007/BF01192195
Publication status	Published - Mar 1995
Externally published	Yes

All Science Journal Classification (ASJC) codes

Analysis
Statistics and Probability
Statistics, Probability and Uncertainty

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10.1007/BF01192195

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abstract = "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.",

author = "Hirofumi Osada and Toshifumi Saitoh",

year = "1995",

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doi = "10.1007/BF01192195",

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AU - Saitoh, Toshifumi

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N2 - 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.

AB - 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.

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DO - 10.1007/BF01192195

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JO - Probability Theory and Related Fields

JF - Probability Theory and Related Fields

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ER -

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

Abstract

All Science Journal Classification (ASJC) codes

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