Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1155942 | Stochastic Processes and their Applications | 2009 | 22 Pages |
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/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”.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Tom Schmitz,