• Title of article

    On the equivalence of the static and dynamic points of view for diffusions in a random environment

  • Author/Authors

    Schmitz، نويسنده , , Tom، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2009
  • Pages
    22
  • From page
    2501
  • To page
    2522
  • Abstract
    We study the equivalence of the static and dynamic points of view for diffusions in a random environment in dimension one. First we prove that the static and dynamic distributions are equivalent if and only if either the speed in the law of large numbers does not vanish, or b / a is a.s. the gradient of a stationary function, where a and b are the covariance coefficient resp. the local drift attached to the diffusion. We moreover show that the equivalence of the static and dynamic points of view is characterized by the existence of so-called “almost linear coordinates”.
  • Keywords
    Diffusion in a random environment , Environment viewed from the particle , Invariant measures , harmonic coordinates , Almost linear coordinates
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    2009
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1578158