A functional central limit theorem for diffusions on periodic submanifolds of RN
成果类型：
Article
署名作者：
Franke, B
署名单位：
Ruhr University Bochum; National Cheng Kung University
刊物名称：
PROBABILITY THEORY AND RELATED FIELDS
ISSN/ISSBN：
0178-8051
DOI：
10.1007/s00440-004-0425-0
发表日期：
2005
页码：
236-244
关键词：
摘要：
We prove a functional central limit theorem for diffusions on periodic sub- manifolds of R-N. The proof is an adaptation of a method presented in [BenLioPap] and [Bha] for proving functional central limit theorems for diffusions with periodic drift vectorfields. We then apply the central limit theorem in order to obtain a recurrence and a transience criterion for periodic diffusions. Other fields of applications could be heat-kernel estimates, similar to the ones obtained in [Lot].
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