Asymptotic velocity of one dimensional diffusions with periodic drift

Collet, P.; Martínez, S.

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