A slow transient diffusion in a drifted stable potential

Details A slow transient diffusion in a drifted stable potential A slow transient diffusion in a drifted stable potential

2006-12-08

arxiv.org/abs/math/0612220v1

Mathematics

Probability

Scientific paper

We consider a diffusion process $X$ in a random potential $\V$ of the form $\V_x = \S_x -\delta x$ where $\delta$ is a positive drift and $\S$ is a strictly stable process of index $\alpha\in (1,2)$ with positive jumps. Then the diffusion is transient and $X_t / \log^\alpha t$ converges in law towards an exponential distribution. This behaviour contrasts with the case where $\V$ is a drifted Brownian motion and provides an example of a transient diffusion in a random potential which is as "slow" as in the recurrent setting.

Affiliated with

Also associated with

No associations

Rating

A slow transient diffusion in a drifted stable potential does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with A slow transient diffusion in a drifted stable potential, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and A slow transient diffusion in a drifted stable potential will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-440563