Periodic Homogenization for Hypoelliptic Diffusions

Details Periodic Homogenization for Hypoelliptic Diffusions Periodic Homogenization for Hypoelliptic Diffusions

2004-03-03

arxiv.org/abs/math-ph/0403003v1

Physics

Mathematical Physics

Scientific paper

10.1023/B:JOSS.0000044055.59822.

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.

Affiliated with

Also associated with

No associations

Rating

Periodic Homogenization for Hypoelliptic Diffusions does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Periodic Homogenization for Hypoelliptic Diffusions, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Periodic Homogenization for Hypoelliptic Diffusions will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-335552