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arXiv:0805.0886 [math.PR]AbstractReferencesReviewsResources

Cut Points and Diffusions in Random Environment

Ivan del Tenno

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
Subjects: 82D30, 60K37
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