Special Session 29: Stochastic Dynamical Systems

Limit Theorems for Inhomogeneous Markov Processes with Applications to SPDEs
Rongchang Liu
Sichuan University
Peoples Rep of China
Co-Author(s):    Kening Lu; Bixiang Wang
Abstract:
In this talk, we present recent progress on limit theorems for time-inhomogeneous Markov processes, including the strong law of large numbers, the central limit theorem, and both the Donsker-Varadhan and Freidlin-Wentzell large deviation principles. We assume that the time inhomogeneity is driven by a uniquely ergodic dynamical system and discuss applications to SPDEs.