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On the equivalence of the static and dynamic points of view for diffusions in a random environment.pdf

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On the equivalence of the static and dynamic points of view for diffusions in a random environment.pdf

Stochastic Processes and their Applications 119 (2009) 2501–2522 /locate/spa On the equivalence of the static and dynamic points of view for diffusions in a random environment Tom Schmitz? Max Planck Institute for Mathematics in the Sciences, Inselstrasse 22, D-04103 Leipzig, Germany Received 29 April 2008; received in revised form 29 November 2008; accepted 23 December 2008 Available online 8 January 2009 Abstract We study the equivalence of the static and dynamic points of view for diffusions in a random environment in dimension one. First we prove that the static and dynamic distributions are equivalent if and only if either the speed in the law of large numbers does not vanish, or b/a is a.s. the gradient of a stationary function, where a and b are the covariance coef?cient resp. the local drift attached to the diffusion. We moreover show that the equivalence of the static and dynamic points of view is characterized by the existence of so-called “almost linear coordinates”. c 2009 Elsevier B.V. All rights reserved. MSC: primary 60K37; secondary 82D30 Keywords: Diffusion in a random environment; Environment viewed from the particle; Invariant measures; Harmonic coordinates; Almost linear coordinates 1. Introduction The process of the “environment viewed from the particle” is an important tool in the study of many models in random motions in random media. A key property is the existence of an invariant measure for this process, that is absolutely continuous with respect to the static law of the environment. It implies the equivalence of the static and dynamic distributions of the environment, and is the starting point in the analysis of the environment viewed from the particle. ? Tel.: +49 341 9959 860; fax: +49 341 9959 658. E-mail address: schmitz@mis.mpg.de. URL: http://personal-homepages.mis.mpg.de/schmitz/. 0304-4149/$ - see front matter c 2009 Elsevier B.V. All rights reserved. doi:10.1016/j.spa.2008.12.008 2502 T. Schmitz / Stochastic Processes and their Ap