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

Hirofumi Osada, Toshifumi Saitoh

Research output: Contribution to journalArticle

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 languageEnglish
Pages (from-to)45-63
Number of pages19
JournalProbability Theory and Related Fields
Volume101
Issue number1
DOIs
Publication statusPublished - Mar 1 1995
Externally publishedYes

Fingerprint

Invariance Principle
Markov Process
Continuous-time Markov Process
Additive Functionals
Generalise
Markov process
Invariance

All Science Journal Classification (ASJC) codes

  • Analysis
  • Statistics and Probability
  • Statistics, Probability and Uncertainty

Cite this

An invariance principle for non-symmetric Markov processes and reflecting diffusions in random domains. / Osada, Hirofumi; Saitoh, Toshifumi.

In: Probability Theory and Related Fields, Vol. 101, No. 1, 01.03.1995, p. 45-63.

Research output: Contribution to journalArticle

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