Limit velocity and zero.one laws for diffusions in random environment

Citation
Goergen, Laurent, Limit velocity and zero.one laws for diffusions in random environment, Annals of applied probability , 16(3), 2006, pp. 1086-1123
ISSN journal
10505164
Volume
16
Issue
3
Year of publication
2006
Pages
1086 - 1123
Database
ACNP
SICI code
Abstract
We prove that multidimensional diffusions in random environment have a limiting velocity which takes at most two different values. Further, in the two-dimensional case we show that for any direction, the probability to escape to infinity in this direction equals either zero or one. Combined with our results on the limiting velocity, this implies a strong law of large numbers in two dimensions.