具有周期漂移的一维扩散方程的渐近速度
Asymptotic velocity of one dimensional diffusions with periodic drift
摘要:
研究了零平均周期背景下一维随机微分方程和Langevin方程解的渐近性态。我们证明,在几个这样的模型,一般有一个非零的渐近速度,尽管背景的平均值为零。
英文摘要:
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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