Local central limit theorem for diffusions in a degenerate and unbounded random medium

Alberto Chiarini, Jean Dominique Deuschel

Research output: Contribution to journalArticleAcademicpeer-review

6 Citations (Scopus)

Abstract

We study a symmetric diffusion X on ℝd in divergence form in a stationary and ergodic environment, with measurable unbounded and degenerate coefficients. We prove a quenched local central limit theorem for X, under some moment conditions on the environment; the key tool is a local parabolic Harnack inequality obtained with Moser iteration technique.

Original languageEnglish
Article number112
JournalElectronic Journal of Probability
Volume20
DOIs
Publication statusPublished - 25 Oct 2015

Keywords

  • Diffusions in random environment
  • Harnack inequality
  • Local central limit theorem
  • Moser iteration

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