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 language | English |
---|---|
Pages (from-to) | 3765-3811 |
Number of pages | 47 |
Journal | Journal of Functional Analysis |
Volume | 269 |
Issue number | 12 |
DOIs | |
Publication status | Published - 15 Dec 2015 |
Externally published | Yes |
Keywords
- Fluctuation
- Hydrodynamic limit
- Robin boundary condition
- Stochastic partial differential equation