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An invariance principle for non-symmetric Markov processes and reflecting diffusions in random domains. (English) Zbl 0816.60079
The authors prove an invariance principle for additive functionals of certain Markov processes with singular mean forward velocities. Results of C. Kipnis and S. R. S. Varadhan [Commun. Math. Phys. 104, 1-19 (1986; Zbl 0588.60058)] and A. De Masi, P. A. Ferrari, S. Goldstein and W. D. Wick [J. Stat. Phys. 55, No. 3/4, 787- 855 (1989; Zbl 0713.60041)] are thus generalized in two directions: the processes considered are non-symmetric and mean forward velocities are distributions. The result obtained is applied to the homogenization problem of non-symmetric reflecting diffusions in random domains.

60J60 Diffusion processes
60J55 Local time and additive functionals
35K99 Parabolic equations and parabolic systems
Full Text: DOI
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