engleski

A CLT for degenerate diffusions with periodic coefficients, and application to homogenization of linear PDEs

In this article, we obtain a functional CLT for a class of degenerate diffusion processes with periodic coefficients, thus generalizing the already classical results in the context of uniformly elliptic diffusions. As an application, we also discuss periodic homogenization of a class of linear degenerate elliptic and parabolic PDEs.

characteristics of semimartingale, degenerate diffusion process, Feynman-Kac formula, periodic homogenization

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