A slow transient diffusion in a drifted stable potential
Arvind Singh
Abstract
We consider a diffusion process X in a random potential of the form x = §x -δx where δ is a positive drift and § is a strictly stable process of index α∈ (1,2) with positive jumps. Then the diffusion is transient and Xt / αt converges in law towards an exponential distribution. This behaviour contrasts with the case where is a drifted Brownian motion and provides an example of a transient diffusion in a random potential which is as "slow" as in the recurrent setting.
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