A diffusion process with one-sided Brownian potential
Let \(W=\{w\in C(\mathbb{R},\mathbb{R})\); \(w(x)=0\) for \(x\geq 0\}\) endowed with the probability measure \(P\) induced by the Brownian motion \(\{w(-x);\;x\geq 0\}\). For \(w\in W\), consider the diffusion process \(\{X_w(t,\omega)\), \(t\geq 0\), \(P_w^{x_0}\}\) associated to the operator NEWLINE\[NEWLINE{\mathcal L}_w={1\over 2}e^{w(x)} {d\over dx}\left( e^{-w(x)} {d\over dx}\right).NEWLINE\]NEWLINE Let \(P^{x_0}(dw,d \omega)=P(dw) P_w^{x_0} (d\omega)\). Then \(\{X(t),\;t\geq 0,P^{x_0}\}\) is regarded as defined on the probability space \((W\times\Omega, P^{x_0})\), that is called a diffusion process with a one-sided Brownian potential. In the present model, the random environment is self-similar, but does not belong to ones studied by \textit{K. Kawazu}, \textit{Y. Tamura} and \textit{H. Tanaka} [Probab. Theory Relat. Fields 80, No. 4, 501--541 (1989; Zbl 0638.60042)]. The main purpose of the paper is the study of the behaviour of \(\{X(t),t\geq 0,P^0\}\) as \(t\) goes to \(+\infty\).
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