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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 $d>1$.
 
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7. Date (YYYY-MM-DD) 2006-08-01
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
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
 
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