Mon, 07 Feb 2005
15:45
DH 3rd floor SR

Diffusions in random environment and ballistic behavior

Dr Tom Schmitz
(Department of Mathematics, Switzerland)
Abstract

We introduce conditions in the spirit of $(T)$ and $(T')$ of the discrete setting, that imply, when $d \geq 2$, a law of large numbers with non-vanishing limiting velocity (which we refer to as 'ballistic behavior') and a central limit theorem with non-degenerate covariance matrix. As an application of our results, we consider the class of diffusions where the diffusion matrix is the identity, and give a concrete criterion on the drift term under which the diffusion in random environment exhibits ballistic behavior.

Subscribe to Department of Mathematics, Switzerland