Asymptotic velocity of one dimensional diffusions with periodic drift
Abstract
We consider the asymptotic behavior 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. © 2007 Springer-Verlag.
Más información
Título según WOS: | Asymptotic velocity of one dimensional diffusions with periodic drift |
Título según SCOPUS: | Asymptotic velocity of one dimensional diffusions with periodic drift |
Título de la Revista: | JOURNAL OF MATHEMATICAL BIOLOGY |
Volumen: | 56 |
Número: | 6 |
Editorial: | SPRINGER HEIDELBERG |
Fecha de publicación: | 2008 |
Página de inicio: | 765 |
Página final: | 792 |
Idioma: | English |
URL: | http://link.springer.com/10.1007/s00285-007-0138-y |
DOI: |
10.1007/s00285-007-0138-y |
Notas: | ISI, SCOPUS |