arXiv:0805.0886 [math.PR]AbstractReferencesReviewsResources
Cut Points and Diffusions in Random Environment
Published 2008-05-07Version 1
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.
Comments: 44 pages; accepted for publication in "Journal of Theoretical Probability"
Journal: Journal of Theoretical Probability (2009) 22: 891-933
Categories: math.PR
Keywords: random environment, cut points, central limit theorem, asymptotic behavior, ergodic structure
Tags: journal article
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