Periodic homogenization for hypoelliptic diffusions (Q2507529)

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scientific article; zbMATH DE number 5062501
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    Periodic homogenization for hypoelliptic diffusions
    scientific article; zbMATH DE number 5062501

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      Periodic homogenization for hypoelliptic diffusions (English)
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      11 October 2006
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      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.
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      Diffusion processes
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      Ornstein-Uhlenbeck process
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      Langevin equation
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      Smoluchowski equation
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      martingale central limit theorem
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      hypoellipticity
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      periodic homogeneization
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      Poisson equation
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