Pregled bibliografske jedinice broj: 1110165
A CLT for degenerate diffusions with periodic coefficients, and application to homogenization of linear PDEs
A CLT for degenerate diffusions with periodic coefficients, and application to homogenization of linear PDEs // Journal of differential equations, 282 (2021), 233-271 doi:10.1016/j.jde.2021.02.018 (međunarodna recenzija, članak, znanstveni)
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Naslov
A CLT for degenerate diffusions with periodic coefficients, and application to homogenization of linear PDEs
Autori
Sandrić, Nikola ; Valentić, Ivana
Izvornik
Journal of differential equations (0022-0396) 282
(2021);
233-271
Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni
Ključne riječi
characteristics of semimartingale, degenerate diffusion process, Feynman-Kac formula, periodic homogenization
Sažetak
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.
Izvorni jezik
Engleski
Znanstvena područja
Matematika
POVEZANOST RADA
Projekti:
HRZZ-UIP-2017-05-8958 - Stohastička stabilnost i teorija potencijala Markovljevih procesa (SSPTMP) (Sandrić, Nikola, HRZZ - 2017-05) ( CroRIS)
Ustanove:
Prirodoslovno-matematički fakultet, Matematički odjel, Zagreb,
Prirodoslovno-matematički fakultet, Zagreb
Poveznice na cjeloviti tekst rada:
Pristup cjelovitom tekstu rada doi arxiv.org www.sciencedirect.com doi.orgCitiraj ovu publikaciju:
Časopis indeksira:
- Current Contents Connect (CCC)
- Web of Science Core Collection (WoSCC)
- Science Citation Index Expanded (SCI-EXP)
- SCI-EXP, SSCI i/ili A&HCI
- Scopus
