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A functional central limit theorem for diffusions on periodic submanifolds of ℝN
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  • Published: 10 February 2005

A functional central limit theorem for diffusions on periodic submanifolds of ℝN

  • Brice Franke1 

Probability Theory and Related Fields volume 133, pages 236–244 (2005)Cite this article

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Abstract.

We prove a functional central limit theorem for diffusions on periodic sub- manifolds of ℝN. 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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Authors and Affiliations

  1. Ruhr Universität Bochum, 44780, Bochum, Germany

    Brice Franke

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  1. Brice Franke
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Correspondence to Brice Franke.

Additional information

Mathematics Subject Classification (2000): 35B27, 60F05, 58J65

The author wants to express his gratitude toward the National Cheng Kung University in Tainan (Taiwan) for its kind hospitality.

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Franke, B. A functional central limit theorem for diffusions on periodic submanifolds of ℝN. Probab. Theory Relat. Fields 133, 236–244 (2005). https://doi.org/10.1007/s00440-004-0425-0

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  • Received: 14 June 2004

  • Revised: 13 December 2004

  • Published: 10 February 2005

  • Issue Date: October 2005

  • DOI: https://doi.org/10.1007/s00440-004-0425-0

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Key words or phrases

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