کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1155942 | 958787 | 2009 | 22 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
On the equivalence of the static and dynamic points of view for diffusions in a random environment
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
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/ab/a is a.s. the gradient of a stationary function, where aa and bb 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”.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 119, Issue 8, August 2009, Pages 2501–2522
Journal: Stochastic Processes and their Applications - Volume 119, Issue 8, August 2009, Pages 2501–2522
نویسندگان
Tom Schmitz,