Periodic Homogenization for Hypoelliptic Diffusions
نویسندگان
چکیده
منابع مشابه
Periodic Homogenization for Hypoelliptic Diffusions
Abstract We study the long time behavior of an Ornstein–Uhlenbeck process under the influence of a periodic drift. We prove that, under the standard diffusive rescaling, the law of the particle position converges weakly to the law of a Brownian motion whose covariance can be expressed in terms of the solution of a Poisson equation. We also derive upper bounds on the convergence rate in several ...
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ژورنال
عنوان ژورنال: Journal of Statistical Physics
سال: 2004
ISSN: 0022-4715
DOI: 10.1023/b:joss.0000044055.59822.20