Einstein relation for reversible diffusions in a random environment

Nina Gantert, Pierre Mathieu, Andrey Piatnitski

Publikation: Beitrag in FachzeitschriftArtikelBegutachtung

23 Zitate (Scopus)

Abstract

We consider reversible diffusions in a random environment and prove the Einstein relation for this model. It says that the derivative at 0 of the effective velocity under an additional local drift equals the diffusivity of the model without drift. The Einstein relation is conjectured to hold for a variety of models but so far it has only been proved in particular cases. Our proof makes use of homogenization arguments, the Girsanov transform, and a refinement of the regeneration times introduced by Shen. © 2011 Wiley Periodicals, Inc.

OriginalspracheEnglisch
Seiten (von - bis)187-228
Seitenumfang42
FachzeitschriftCommunications on Pure and Applied Mathematics
Jahrgang65
Ausgabenummer2
DOIs
PublikationsstatusVeröffentlicht - Feb. 2012

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