Periodic homogenization for hypoelliptic diffusions (Q2507529)

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Periodic homogenization for hypoelliptic diffusions
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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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