A NOTE ON THE ASYMPTOTIC VARIANCE OF DRIFT ACCELERATED DIFFUSIONS

Abstract : We prove that the asymptotic variance of a drift accelerated diffusion converges to zero uniformly if and only if there are no H 1-elements in the kernel of the drift generating operator. Our proof is based on spectral analysis in the first order Sobolev space of mean zero functions.
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https://hal.archives-ouvertes.fr/hal-02266338
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Submitted on : Wednesday, August 14, 2019 - 2:13:05 AM
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Brice Franke, Chii-Ruey Hwang, Hui-Ming Pai, Adel Ouled Said. A NOTE ON THE ASYMPTOTIC VARIANCE OF DRIFT ACCELERATED DIFFUSIONS. 2019. ⟨hal-02266338⟩

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