Central Limit Theorem for Diffusion Processes in an Anisotropic Random Environment
Ernest Nieznaj · Bulletin of the Polish Academy of Sciences Mathematics · 2005
We prove the central limit theorem for symmetric diffusion processes with non-zero drift in a random environment. The case of zero drift has been investigated in e.g. \cite{varadhan}, \cite{kozlov1}. In addition we show that the covariance matrix of the l