Local Central Limit Theorem for diffusions in a degenerate and unbounded Random Medium

Abstract

We study a symmetric diffusion $X$ on ${\mathbb{R}}^d$ in divergence form in a stationary and ergodic environment, with measurable unbounded and degenerate coefficients. We prove a quenched local central limit theorem for $X$, under some moment conditions on the environment; the key tool is a local parabolic Harnack inequality obtained with Moser iteration technique.

25 pages