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Probability Theory and Related Fields

, Volume 133, Issue 2, pp 236–244 | Cite as

A functional central limit theorem for diffusions on periodic submanifolds of ℝ N

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Abstract.

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].

Key words or phrases

Functional central limit theorem Homogenization Asymptotic analysis Periodic diffusion Periodic manifold Recurrence Transience 

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Copyright information

© Springer-Verlag Berlin Heidelberg 2005

Authors and Affiliations

  1. 1.Ruhr Universität BochumBochumGermany

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