Equilibrium fluctuations of asymmetric simple exclusion processes in dimension d >= 3

We consider an asymmetric exclusion process in dimension d greater than or equal to 3 under diffusive rescaling starting from the Bernoulli product me asure with density 0 < <alpha> < 1. We prove that the density fluctuation f ield Y-t(N) converges to a generalized Ornstein-Uhlenbeck process, which is formally the solution of the stochastic differential equation dY(t) = AY(t )dt + dB(t)(del), where A is a second order differential operator and B-t(d el) is a mean zero Gaussian field with known covariances.