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
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
Journal title :
Stochastic Processes and their Applications