Cut Points and Diffusions in Random Environment
Probability
2009-12-12 v1
Abstract
In this article we investigate the asymptotic behavior of a new class of multi-dimensional diffusions in random environment. We introduce cut times in the spirit of the work done by Bolthausen, Sznitman and Zeitouni, see [4], in the discrete setting providing a decoupling effect in the process. This allows us to take advantage of an ergodic structure to derive a strong law of large numbers with possibly vanishing limiting velocity and a central limit theorem under the quenched measure.
Cite
@article{arxiv.0805.0886,
title = {Cut Points and Diffusions in Random Environment},
author = {Ivan del Tenno},
journal= {arXiv preprint arXiv:0805.0886},
year = {2009}
}
Comments
44 pages; accepted for publication in "Journal of Theoretical Probability"