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

摘要

We rigorously derive non-equilibrium space-time fluctuation for the particle density of a system of reflected diffusions in bounded Lipschitz domains in R-d. 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. (C) 2015 Elsevier Inc. All rights reserved.