Periodic homogenization for hypoelliptic diffusions

DOI10.1023/B:JOSS.0000044055.59822.20zbMath1130.82026arXivmath-ph/0403003OpenAlexW1964981294MaRDI QIDQ2507529

Yanyan Li

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

zbMATH Keywords

Langevin equationOrnstein-Uhlenbeck processPoisson equationSmoluchowski equationhypoellipticitymartingale central limit theoremDiffusion processesperiodic homogeneization

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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