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research article
Periodic homogenization for hypoelliptic diffusions
October 1, 2004
We study the long time behavior of an Ornstein-Uhlenbeck process under the influence of a periodic drift. We prove that, under the standard diffusive rescaling, the law of the particle position converges weakly to the law of a Brownian motion whose covariance can be expressed in terms of the solution of a Poisson equation. We also derive upper bounds on the convergence rate in several metrics.
Type
research article
Scopus ID
2-s2.0-5444253857
Authors
Publication date
2004-10-01
Published in
Volume
117
Issue
1-2
Start page
261
End page
279
Peer reviewed
REVIEWED
Written at
OTHER
EPFL units
Available on Infoscience
September 17, 2024
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