Einstein relation for reversible diffusions in random environment

Details Einstein relation for reversible diffusions in random environment Einstein relation for reversible diffusions in random environment

2010-05-31

arxiv.org/abs/1005.5665v3

Mathematics

Probability

39 pages. We added a section where the result is extended for coefficients which are only bounded and measurable instead of sm

Scientific paper

We consider reversible diffusions in random environment and prove the Einstein relation for this model. It says that the derivative of the effective velocity under an additional local drift equals the diffusivity of the model without drift. The Einstein relation is conjectured to hold for a variety of models but is proved insofar only in particular cases. Our proof makes use of homogenization arguments, the Girsanov transform, and a refinement of the regeneration times introduced by Lian Shen in [20].

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