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

Alberto Chiarini; Jean Dominique Deuschel

doi:10.1214/EJP.v20-4190

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

Alberto Chiarini
, Jean Dominique Deuschel

Research output: Contribution to journal › Article › Academic › peer-review

11 Citations (Scopus)

Abstract

We study a symmetric diffusion X on ℝ^d 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 language	English
Article number	112
Journal	Electronic Journal of Probability
Volume	20
DOIs	https://doi.org/10.1214/EJP.v20-4190
Publication status	Published - 25 Oct 2015

Keywords

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

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10.1214/EJP.v20-4190

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title = "Local central limit theorem for diffusions in a degenerate and unbounded random medium",

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.",

keywords = "Diffusions in random environment, Harnack inequality, Local central limit theorem, Moser iteration",

author = "Alberto Chiarini and Deuschel, \{Jean Dominique\}",

year = "2015",

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doi = "10.1214/EJP.v20-4190",

language = "English",

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T1 - Local central limit theorem for diffusions in a degenerate and unbounded random medium

AU - Chiarini, Alberto

AU - Deuschel, Jean Dominique

PY - 2015/10/25

Y1 - 2015/10/25

N2 - 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.

AB - 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.

KW - Diffusions in random environment

KW - Harnack inequality

KW - Local central limit theorem

KW - Moser iteration

UR - https://www.scopus.com/pages/publications/84945272977

U2 - 10.1214/EJP.v20-4190

DO - 10.1214/EJP.v20-4190

M3 - Article

AN - SCOPUS:84945272977

SN - 1083-6489

VL - 20

JO - Electronic Journal of Probability

JF - Electronic Journal of Probability

M1 - 112

ER -

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

Abstract

Keywords

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