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research article

Periodic homogenization for hypoelliptic diffusions

Hairer, Martin  
•
Pavliotis, G. A.
October 1, 2004
Journal of Statistical Physics

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.

  • Details
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Type
research article
DOI
10.1023/B:JOSS.0000044055.59822.20
Scopus ID

2-s2.0-5444253857

Author(s)
Hairer, Martin  
Pavliotis, G. A.
Date Issued

2004-10-01

Published in
Journal of Statistical Physics
Volume

117

Issue

1-2

Start page

261

End page

279

Subjects

convergence rate

•

hypoellipticity

•

martingale central limit theorem

•

periodic homogenization

•

Wasserstein metric

Editorial or Peer reviewed

REVIEWED

Written at

OTHER

EPFL units
PROPDE  
Available on Infoscience
September 17, 2024
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/241185
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