F. Colantoni

Quantitative averaging of Markov-modulated additive functionals and Wentzell boundary homogenization

Let $A$ be a positive continuous additive functional of a strong Markov process and $\alpha$ an independent finite-state Markov chain. For bounded $h$, we study \[ J_\varepsilon(t)=\int_0^t\bigl(h(\alpha_{s/\varepsilon})-\pi(h)\bigr)\,dA_s . \] If $\sup_y \mathrm E_y A_t\le C_T t^\vartheta$, then for every bounded rand...