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

Nikola Sandrić; Ivana Valentić

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arXiv · 2102.04935

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

Nikola Sandrić·Ivana Valentić

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Abstract

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.

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Nikola Sandrić, Ivana Valentić. 2021-02-09. A CLT for degenerate diffusions with periodic coefficients, and application to homogenisation of linear PDEs. https://arxiv.org/abs/2102.04935

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