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2015 Local central limit theorem for diffusions in a degenerate and unbounded random medium
Alberto Chiarini, Jean-Dominique Deuschel
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Electron. J. Probab. 20: 1-30 (2015). DOI: 10.1214/EJP.v20-4190

Abstract

We study a symmetric diffusion $X$ on $\mathbb{R}^d$ 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.

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Alberto Chiarini. Jean-Dominique Deuschel. "Local central limit theorem for diffusions in a degenerate and unbounded random medium." Electron. J. Probab. 20 1 - 30, 2015. https://doi.org/10.1214/EJP.v20-4190

Information

Accepted: 25 October 2015; Published: 2015
First available in Project Euclid: 4 June 2016

zbMATH: 1327.31022
MathSciNet: MR3418544
Digital Object Identifier: 10.1214/EJP.v20-4190

Subjects:
Primary: 31B05
Secondary: 60K37

JOURNAL ARTICLE
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