Special Examples of Diffusions in Random Environment

Abstract

In this note we present some examples of diffusions in random environment whose asymptotic behavior is rather surprising. We construct a family of diffusions that are small perturbations of Brownian motion with non-vanishing expected local drift under the static measure of the environment but where the ballistic behavior is lost. As slight modifications of this collection of diffusions we also provide examples with ballistic behavior where the non-vanishing limiting velocity points to a direction opposite to the expected local drift under the static measure.

16 pages; accepted for publication in "Stochastic Processes and their Applications"

References in corpus (5)

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• Diffusions in random environment and ballistic behavior
• Limit velocity and zero--one laws for diffusions in random environment
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