Limit velocity and zero–one laws for diffusions in random environment
Goergen, Laurent
Ann. Appl. Probab., Tome 16 (2006) no. 1, p. 1086-1123 / Harvested from Project Euclid
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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.
Publié le : 2006-08-14
Classification:  Diffusions in random environment,  law of large numbers,  zero–one law,  60K37,  82D30 
@article{1159804976,
     author = {Goergen, Laurent},
     title = {Limit velocity and zero--one laws for diffusions in random environment},
     journal = {Ann. Appl. Probab.},
     volume = {16},
     number = {1},
     year = {2006},
     pages = { 1086-1123},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1159804976}
}

Goergen, Laurent. Limit velocity and zero–one laws for diffusions in random environment. Ann. Appl. Probab., Tome 16 (2006) no. 1, pp.  1086-1123. http://gdmltest.u-ga.fr/item/1159804976/