Special examples of diffusions in random environment

被引：1

作者：

del Tenno, Ivan ^{[1
]}

机构：

[1] ETH, Dept Math, CH-8092 Zurich, Switzerland

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 2009年 / 119卷 / 03期

关键词：

Diffusions in random environment; Invariant ergodic measure; Environment viewed from the particle; RANDOM-WALKS; EFFECTIVE CRITERION; LARGE NUMBERS; HOMOGENIZATION; LAW;

D O I：

10.1016/j.spa.2008.06.002

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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. (C) 2008 Elsevier B.V. All rights reserved.

引用

页码：924 / 936

页数：13

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