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Local Central Limit Theorem for diffusions in a degenerate and unbounded Random Medium (1501.03476v1)

Published 14 Jan 2015 in math.PR and math.AP

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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