Exit Laws of Isotropic Diffusions in Random Environment from Large Domains

Benjamin J. Fehrman

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arXiv · 1601.06317

Exit Laws of Isotropic Diffusions in Random Environment from Large Domains

Benjamin J. Fehrman

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Abstract

This paper studies, in dimensions greater than two, stationary diffusion processes in random environment which are small, isotropic perturbations of Brownian motion satisfying a finite range dependence. Such processes were first considered in the continuous setting by Sznitman and Zeitouni [20]. Building upon their work, it is shown by analyzing the associated elliptic boundary-value problem that, almost surely, the smoothed (in the sense that the boundary data is continuous) exit law of the diffusion from large domains converges, as the domain's scale approaches infinity, to that of a Brownian motion. Furthermore, a rate for the convergence is established in terms of the modulus of the boundary condition.

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Benjamin J. Fehrman. 2016-01-23. Exit Laws of Isotropic Diffusions in Random Environment from Large Domains. https://arxiv.org/abs/1601.06317

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