Periodic homogenization for hypoelliptic diffusions (Q2507529)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Periodic homogenization for hypoelliptic diffusions
scientific article

    Statements

    Periodic homogenization for hypoelliptic diffusions (English)
    0 references
    0 references
    11 October 2006
    0 references
    The long time behavior of an Ornstein-Uhlenbeck process is investigated, under the influence of a periodic drift. That involves the problem of homogenization for periodic hypoelliptic diffusions. It is proved that the rescaled particle position weakly converges to a Brownian motion, whose covariance matrix is determined by a solution of the Poisson equation. Estimates on the particle velocity are established. Upper bounds on the convergence rate in several norms were obtained and an optimality of the \(p\)-Wassserstein metric was indicated.
    0 references
    Diffusion processes
    0 references
    Ornstein-Uhlenbeck process
    0 references
    Langevin equation
    0 references
    Smoluchowski equation
    0 references
    martingale central limit theorem
    0 references
    hypoellipticity
    0 references
    periodic homogeneization
    0 references
    Poisson equation
    0 references

    Identifiers