On the equivalence of the static and dynamic points of view for diffusions in a random environment
We study the equivalence of the static and dynamic points of view for diffusions in a random environment in dimension one. First we prove that the static and dynamic distributions are equivalent if and only if either the speed in the law of large numbers does not vanish, or b/a is a.s. the gradient of a stationary function, where a and b are the covariance coefficient resp. the local drift attached to the diffusion. We moreover show that the equivalence of the static and dynamic points of view is characterized by the existence of so-called "almost linear coordinates".
Year of publication: |
2009
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Authors: | Schmitz, Tom |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 119.2009, 8, p. 2501-2522
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Publisher: |
Elsevier |
Keywords: | Diffusion in a random environment Environment viewed from the particle Invariant measures Harmonic coordinates Almost linear coordinates |
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