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Equilibrium fluctuations for exclusion processes with conductances in random environments


  • Farfan, Jonathan
  • Simas, Alexandre B.
  • Valentim, Fábio J.


Fix a function such that , where d>=1, and each function is strictly increasing, right continuous with left limits. We prove the equilibrium fluctuations for exclusion processes with conductances, induced by W, in random environments, when the system starts from an equilibrium measure. The asymptotic behavior of the empirical distribution is governed by the unique solution of a stochastic differential equation taking values in a certain nuclear Fréchet space.

Suggested Citation

  • Farfan, Jonathan & Simas, Alexandre B. & Valentim, Fábio J., 2010. "Equilibrium fluctuations for exclusion processes with conductances in random environments," Stochastic Processes and their Applications, Elsevier, vol. 120(8), pages 1535-1562, August.
  • Handle: RePEc:eee:spapps:v:120:y:2010:i:8:p:1535-1562

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    References listed on IDEAS

    1. Lu, Yi & Li, Shuanming, 2005. "On the probability of ruin in a Markov-modulated risk model," Insurance: Mathematics and Economics, Elsevier, vol. 37(3), pages 522-532, December.
    2. Asmussen, Søren & Avram, Florin & Pistorius, Martijn R., 2004. "Russian and American put options under exponential phase-type Lévy models," Stochastic Processes and their Applications, Elsevier, vol. 109(1), pages 79-111, January.
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    Cited by:

    1. Franco, Tertuliano & Gonçalves, Patrícia & Neumann, Adriana, 2013. "Phase transition in equilibrium fluctuations of symmetric slowed exclusion," Stochastic Processes and their Applications, Elsevier, vol. 123(12), pages 4156-4185.


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