Periodic homogenization for hypoelliptic diffusions (Q2507529)

From MaRDI portal





scientific article
Language Label Description Also known as
default for all languages
No label defined
    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