Behavior of general one-dimensional diffusion processes (Q1116537): Difference between revisions
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Latest revision as of 11:12, 30 July 2024
scientific article
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English | Behavior of general one-dimensional diffusion processes |
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Behavior of general one-dimensional diffusion processes (English)
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1989
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We develop simple rigorous techniques to estimate the behavior of general one-dimensional diffusion processes. Any one-dimensional diffusion process (with drift) can be mapped onto a symmetric diffusion through an explicit change of variable. For such processes we can estimate explicitly the diffusion exponent, the recurrence properties, and the large fluctuations. In a second part, we apply these results to different models (including the Sinaï random walk: diffusion in a random drift) and we show how the main features of the diffusion can be readily handled.
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random walks in random environment
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diffusion processes
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recurrence properties
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