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Einstein relation for reversible diffusions in a random environment

  • CMI Université de Provence
  • Narvik Institute of Technology
  • P.N. Lebedev Physical Institute of the Russian Academy of Sciences

Research output: Contribution to journalArticlepeer-review

24 Scopus citations

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.

Original languageEnglish
Pages (from-to)187-228
Number of pages42
JournalCommunications on Pure and Applied Mathematics
Volume65
Issue number2
DOIs
StatePublished - Feb 2012

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