Asymptotic velocity of one dimensional diffusions with periodic drift

Details Asymptotic velocity of one dimensional diffusions with periodic drift Asymptotic velocity of one dimensional diffusions with periodic drift

2007-05-10

arxiv.org/abs/0705.1435v1

Mathematics

Probability

Scientific paper

We consider the asymptotic behaviour of the solution of one dimensional
stochastic differential equations and Langevin equations in periodic
backgrounds with zero average. We prove that in several such models, there is
generically a non vanishing asymptotic velocity, despite of the fact that the
average of the background is zero.

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