A one-dimensional diffusion process in a Wiener medium (Q1085896): Difference between revisions
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| Property / author: Thomas Brox / rank | |||
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| Property / reviewed by: Wu Chengxun / rank | |||
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| Property / reviewed by: Wu Chengxun / rank | |||
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| Property / full work available at URL: https://doi.org/10.1214/aop/1176992363 / rank | |||
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Latest revision as of 23:43, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A one-dimensional diffusion process in a Wiener medium |
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A one-dimensional diffusion process in a Wiener medium (English)
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1986
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The author studies a one-dimensional diffusion process in a random medium generated by a Wiener process. Via scale and time transformations and using the self-similarity of the medium process, the asymptotic behavior, the exit time from depression etc. of the diffusion process are investigated. The method used and the results obtained here are analogous to the case of a one-dimensional random walk in a random medium with independent increments as studied by \textit{Ya. G. Sinaj} [Teor. Veroyatn. Primen. 27, 247-258 (1982; Zbl 0497.60065); English translation in Theory Probab. Appl. 27, 256-268 (1982)].
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scale transformation
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diffusion process in a random medium
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self- similarity
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