Homogenization of ornstein-uhlenbeck process in random environment

Communications in Mathematical Physics

Volumn 266, Issue 3, 2006, Pages 699-714

  Benabou, Gaël ^a  

^a UNIVERSITÉ PARIS DAUPHINE   (France)

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[No Author keywords available]

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EID: 33747462901     PISSN: 00103616     EISSN: 14320916     Source Type: Journal    
DOI: 10.1007/s00220-006-0046-9     Document Type: Article

References (14)

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9. Varadhan, S. R. S.: Self Diffusion of a Tagged Particle in Equilibrium for Asymmetric Mean Zero Random Walks with Simple Exclusion. Ann. Inst. H. Poincaré (Probabilités) 31, 273-285 (1996)
10. Sethuraman, S., Varadhan, S. R. S., Yau, H.T.: Diffusive Limit of a Tagged Particle in Asymmetric Exclusion Process, Commun. Pure Appl. Math. 53, 972-1006 (2000)
11. Olla, S.: Central Limit Theorems for Tagged Particles and for Diffusions in Random Environment. Notes of the course given at "États de la recherche : Milieux Aléatoires", C1RM 23-25 November 2000. In: Milieux Aléatoires (F. Comets, E. Pardoux, ed.), Panorama et Synthéses 12, 2001, pp. 75-100. Available at http://www.ceremade. dauphine.fr/~olla/cirmrev.pdf
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14. Benabou, G.: Comparison between the homogenization of Ornstein-Uhlenbeck and Brownian processes. Preprint, submitted to Stoch. Proc. Appl.