Asymptotic velocity of one dimensional diffusions with periodic drift.
نویسندگان
چکیده
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.
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عنوان ژورنال:
- Journal of mathematical biology
دوره 56 6 شماره
صفحات -
تاریخ انتشار 2008