• 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