کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1156955 958901 2009 13 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Special examples of diffusions in random environment
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Special examples of diffusions in random environment
چکیده انگلیسی

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.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 119, Issue 3, March 2009, Pages 924–936
نویسندگان
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