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

Hirofumi Osada, Toshifumi Saitoh

研究成果: ジャーナルへの寄稿記事

16 引用 (Scopus)

抄録

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.

元の言語英語
ページ(範囲)45-63
ページ数19
ジャーナルProbability Theory and Related Fields
101
発行部数1
DOI
出版物ステータス出版済み - 3 1 1995
外部発表Yes

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

これを引用

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

:: Probability Theory and Related Fields, 巻 101, 番号 1, 01.03.1995, p. 45-63.

研究成果: ジャーナルへの寄稿記事

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