Limit velocity and zero--one laws for diffusions in random environment
Abstract
Description
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.
Published at http://dx.doi.org/10.1214/105051606000000051 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)
Published at http://dx.doi.org/10.1214/105051606000000051 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)