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Cut Points and Diffusions in Random Environment

Author

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  • Ivan Tenno

    (ETH Zurich)

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.

Suggested Citation

  • Ivan Tenno, 2009. "Cut Points and Diffusions in Random Environment," Journal of Theoretical Probability, Springer, vol. 22(4), pages 891-933, December.
  • Handle: RePEc:spr:jotpro:v:22:y:2009:i:4:d:10.1007_s10959-008-0169-3
    DOI: 10.1007/s10959-008-0169-3
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