TRANSIENCE RECURRENCE AND CENTRAL-LIMIT-THEOREM BEHAVIOR FOR DIFFUSIONS IN RANDOM TEMPORAL ENVIRONMENTS
成果类型：
Article
署名作者：
PINSKY, M; PINSKY, RG
署名单位：
Technion Israel Institute of Technology
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
DOI：
10.1214/aop/1176989410
发表日期：
1993
页码：
433-452
关键词：
摘要：
Let sigma(t) be an ergodic Markov chain on a finite state space E and for each sigma is-an-element-of E, define on R(d) the second-order elliptic operator [GRAPHICS] Then for each realization sigma(t) = sigma(t,omega) of the Markov chain, L(sigma(t)) may be thought of as a time-inhomogeneous diffusion generator. We call such a Process a diffusion in a random temporal environment or simply a random diffusion. We study the transience and recurrence properties and the central limit theorem properties for a class of random diffusions. We also give applications to the stabilization and homogenization of the Cauchy problem for random parabolic operators.
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