Cut Points and Diffusions in Random Environment

Ivan Tenno ()
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Ivan Tenno: ETH Zurich

Journal of Theoretical Probability, 2009, vol. 22, issue 4, 891-933

Abstract: Abstract In this article we investigate the asymptotic behavior of a new class of multidimensional diffusions in random environment. We introduce cut times in the spirit of the work done by Bolthausen et al. (Ann. Inst. Henri Poincaré 39(5):527–555, 2003) 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.

Keywords: Cut points; Diffusions in random environment; Quenched invariance principle; Law of large numbers; Diffusive behavior; 82D30; 60K37 (search for similar items in EconPapers)
Date: 2009
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DOI: 10.1007/s10959-008-0169-3

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