Functional central limit theorem for Brownian particles in domains with Robin boundary condition

Zhen Qing Chen*, Wai Tong Louis Fan

*此作品的通讯作者

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2 引用 (Scopus)

摘要

We rigorously derive non-equilibrium space-time fluctuation for the particle density of a system of reflected diffusions in bounded Lipschitz domains in Rd. The particles are independent and are killed by a time-dependent potential which is asymptotically proportional to the boundary local time. We generalize the functional analytic framework introduced by Kotelenez [20,21] to deal with time-dependent perturbations. Our proof relies on Dirichlet form method rather than the machineries derived from Kotelenez's sub-martingale inequality. Our result holds for any symmetric reflected diffusion, for any bounded Lipschitz domain and for any dimension d≥ 1.

源语言英语
页(从-至)3765-3811
页数47
期刊Journal of Functional Analysis
269
12
DOI
出版状态已出版 - 15 12月 2015
已对外发布

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