UNSPECIFIED (2004) Periodic homogenization for hypoelliptic diffusions. JOURNAL OF STATISTICAL PHYSICS, 117 (1-2). pp. 261-279. ISSN 0022-4715

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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 metrics.

Item Type:	Journal Article
Subjects:	Q Science > QC Physics
Journal or Publication Title:	JOURNAL OF STATISTICAL PHYSICS
Publisher:	KLUWER ACADEMIC/PLENUM PUBL
ISSN:	0022-4715
Date:	October 2004
Volume:	117
Number:	1-2
Number of Pages:	19
Page Range:	pp. 261-279
Publication Status:	Published
URI:	http://wrap.warwick.ac.uk/id/eprint/7926

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