Examples of Condition $(T)$ for Diffusions in a Random Environment
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1. | Title | Title of document | Examples of Condition $(T)$ for Diffusions in a Random Environment |
2. | Creator | Author's name, affiliation, country | Tom Schmitz; ETH Zurich |
3. | Subject | Discipline(s) | |
3. | Subject | Keyword(s) | Diffusions in a random environment, ballistic behavior, Condition $(T)$ |
3. | Subject | Subject classification | 60K37, 82D30 |
4. | Description | Abstract | With the help of the methods developed in our previous article [Schmitz, to appear in Annales de l'I.H.P., in press], we highlight condition $(T)$ as a source of new examples of 'ballistic' diffusions in a random environment when $d>1$ ('ballistic' means that a strong law of large numbers with non-vanishing limiting velocity holds). In particular we are able to treat the case of non-constant diffusion coefficients, a feature that causes problems. Further we recover the ballistic character of two important classes of diffusions in a random environment by simply checking condition $(T)$. This not only points out to the broad range of examples where condition $(T)$ can be checked, but also fortifies our belief that condition $(T)$ is a natural contender for the characterisation of ballistic diffusions in a random environment when $d>1$. |
5. | Publisher | Organizing agency, location | |
6. | Contributor | Sponsor(s) | |
7. | Date | (YYYY-MM-DD) | 2006-08-01 |
8. | Type | Status & genre | Peer-reviewed Article |
8. | Type | Type | |
9. | Format | File format | |
10. | Identifier | Uniform Resource Identifier | http://ejp.ejpecp.org/article/view/337 |
10. | Identifier | Digital Object Identifier | 10.1214/EJP.v11-337 |
11. | Source | Journal/conference title; vol., no. (year) | Electronic Journal of Probability; Vol 11 |
12. | Language | English=en | |
14. | Coverage | Geo-spatial location, chronological period, research sample (gender, age, etc.) | |
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