Periodic homogenization for hypoelliptic diffusions
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Publication:2507529
DOI10.1023/B:JOSS.0000044055.59822.20zbMath1130.82026arXivmath-ph/0403003MaRDI QIDQ2507529
Publication date: 11 October 2006
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math-ph/0403003
Langevin equation; Ornstein-Uhlenbeck process; Poisson equation; Smoluchowski equation; hypoellipticity; martingale central limit theorem; Diffusion processes; periodic homogeneization
60F05: Central limit and other weak theorems
60G35: Signal detection and filtering (aspects of stochastic processes)
82C31: Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics
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