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Preprints, Working Papers, ... Year : 2005

Additive Functionals of a Non-Divergence Diffusion in a Random Medium

Abstract

We study the asymptotic properties of a diffusion process associated to a pure non-divergence second order operator with stationary and ergodic coefficients. We first remind the reader of the ergodic properties of the so-called environment seen from the particle and then investigate the underlying rate of convergence. We establish more specifically a central limit theorem for additive functionals driven by suitable stationary fields. Our analysis relies on earlier results for adjoint solutions to second order non-divergence elliptic and parabolic equations.
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Dates and versions

hal-00008328 , version 1 (01-09-2005)

Identifiers

  • HAL Id : hal-00008328 , version 1

Cite

François Delarue. Additive Functionals of a Non-Divergence Diffusion in a Random Medium. 2005. ⟨hal-00008328⟩
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