Homogenization of Ornstein-Uhlenbeck Process in Random Environment

dc.contributor.author	Benabou, Gaël
dc.date.accessioned	2014-07-08T16:15:19Z
dc.date.available	2014-07-08T16:15:19Z
dc.date.issued	2006
dc.identifier.uri	https://basepub.dauphine.fr/handle/123456789/13674
dc.language.iso	en	en
dc.subject	random environment	en
dc.subject	tracer particle	en
dc.subject.ddc	519	en
dc.title	Homogenization of Ornstein-Uhlenbeck Process in Random Environment	en
dc.type	Article accepté pour publication ou publié
dc.description.abstracten	We consider a tracer particle moving in a random environment. The velocity of the tracer is modelled by an Ornstein-Uhlenbeck process which takes into account inertia and friction. The medium results in a possibly unbounded random potential. We prove an invariance principle for this kind of motion. The method used is generalized in order to obtain a central limit theorem for a large class of process, the most interesting application being a tagged particle in a medium of infinitely many Ornstein-Uhlenbeck particles.	en
dc.relation.isversionofjnlname	Communications in Mathematical Physics
dc.relation.isversionofjnlvol	266	en
dc.relation.isversionofjnlissue	3	en
dc.relation.isversionofjnldate	2006
dc.relation.isversionofjnlpages	699-714	en
dc.relation.isversionofdoi	http://dx.doi.org/10.1007/s00220-006-0046-9	en
dc.relation.isversionofjnlpublisher	Springer	en
dc.subject.ddclabel	Probabilités et mathématiques appliquées	en
dc.relation.forthcoming	non	en
dc.relation.forthcomingprint	non	en

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