Title of article
Special examples of diffusions in random environment
Author/Authors
del Tenno، نويسنده , , Ivan، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2009
Pages
13
From page
924
To page
936
Abstract
In this note we present some examples of diffusions in random environment whose asymptotic behavior is rather surprising. We construct a family of diffusions that are small perturbations of Brownian motion with non-vanishing expected local drift under the static measure of the environment but where the ballistic behavior is lost. As slight modifications of this collection of diffusions we also provide examples with ballistic behavior where the non-vanishing limiting velocity points to a direction opposite to the expected local drift under the static measure.
Keywords
Diffusions in random environment , Invariant ergodic measure , Environment viewed from the particle
Journal title
Stochastic Processes and their Applications
Serial Year
2009
Journal title
Stochastic Processes and their Applications
Record number
1578088
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