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arxiv: 1501.03476 · v1 · pith:GMH4UXDPnew · submitted 2015-01-14 · 🧮 math.PR · math.AP

Local Central Limit Theorem for diffusions in a degenerate and unbounded Random Medium

classification 🧮 math.PR math.AP
keywords localcentraldegenerateenvironmentlimittheoremunboundedcoefficients
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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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