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A CLT for degenerate diffusions with periodic coefficients, and application to homogenisation of linear PDEs (2102.04935v1)
Published 9 Feb 2021 in math.PR
Abstract: In this article, we obtain a functional CLT for a class of degenerate diffusion processes with periodic coefficients, thus generalizing the already classical results in the context of uniformly elliptic diffusions. As an application, we also discuss periodic homogenization of a class of linear degenerate elliptic and parabolic PDEs.