Limit velocity and zero-one laws for diffusions in random environment

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Publication:862200

DOI10.1214/105051606000000051zbMATH Open1107.60070arXivmath/0512061OpenAlexW3106458584MaRDI QIDQ862200FDOQ862200


Authors: Laurent Goergen Edit this on Wikidata


Publication date: 5 February 2007

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Abstract: We prove that multidimensional diffusions in random environment have a limiting velocity which takes at most two different values. Further, in the two-dimensional case we show that for any direction, the probability to escape to infinity in this direction equals either zero or one. Combined with our results on the limiting velocity, this implies a strong law of large numbers in two dimensions.


Full work available at URL: https://arxiv.org/abs/math/0512061




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