The Library
Periodic homogenization for hypoelliptic diffusions
Tools
UNSPECIFIED (2004) Periodic homogenization for hypoelliptic diffusions. JOURNAL OF STATISTICAL PHYSICS, 117 (1-2). pp. 261-279. ISSN 0022-4715.
Research output not available from this repository.
Request-a-Copy directly from author or use local Library Get it For Me service.
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 | ||||
Official Date: | October 2004 | ||||
Dates: |
|
||||
Volume: | 117 | ||||
Number: | 1-2 | ||||
Number of Pages: | 19 | ||||
Page Range: | pp. 261-279 | ||||
Publication Status: | Published |
Data sourced from Thomson Reuters' Web of Knowledge
Request changes or add full text files to a record
Repository staff actions (login required)
View Item |