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

Zhen Qing Chen*, Wai Tong Louis Fan

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

2 Citations (Scopus)

Abstract

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.

Original languageEnglish
Pages (from-to)3765-3811
Number of pages47
JournalJournal of Functional Analysis
Volume269
Issue number12
DOIs
Publication statusPublished - 15 Dec 2015
Externally publishedYes

Keywords

  • Fluctuation
  • Hydrodynamic limit
  • Robin boundary condition
  • Stochastic partial differential equation

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