  We prove rate of convergence results for singular perturbations of
Hamilton-Jacobi equations in unbounded spaces where the fast operator is
linear, uniformly elliptic and has an Ornstein-Uhlenbeck-type drift. The slow
operator is a fully nonlinear elliptic operator while the source term is
assumed only locally H\"older continuous in both fast and slow variables. We
obtain several rates of convergence according on the regularity of the source
term.
