Abstract
The author studies the case of a process X t which moves in a domain with stationary scatterers under certain geometric conditions (involving the isoperimetric constant of the domain). He proves that the limit of ϵX t/ϵ 2 is nondegenerate and gives an explicit lower bound for the determinant of its diffusion coefficient matrix.
Original language | English |
---|---|
Title of host publication | Pitman Research Notes in Mathematics Series |
Subtitle of host publication | Asymptotic problems in probability theory: stochastic models and diffusions on fractals (Sanda/Kyoto, 1990) |
Place of Publication | Longman , Longman House, Burnt Mill, Harlow Essex CM20 2JE, England. |
Publisher | Longman Sci. Tech. |
Pages | 59–74 |
Number of pages | 16 |
Volume | 283 |
Publication status | Published - 1993 |
Externally published | Yes |