Derivation of an Ornstein–Uhlenbeck Process for a Massive Particle in a Rarified Gas of Particles

Thierry Bodineau1, Isabelle Gallagher2,3, Laure Saint‐Raymond4
1CMAP, Ecole polytechnique, CNRS, Université Paris-Saclay, Palaiseau, France
2DMA, École Normale Supérieure CNRS, PSL Research University, Paris, France
3UFR de mathématiques, Université Paris-Diderot Sorbonne Paris-Cité, Paris, France
4UMPA, École Normale Supérieure de Lyon, Lyon Cedex 07, France

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