Recurrence of a diffusion process in a multidimensional Brownian environment (Q1327789): Difference between revisions
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Revision as of 19:35, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recurrence of a diffusion process in a multidimensional Brownian environment |
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Recurrence of a diffusion process in a multidimensional Brownian environment (English)
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8 August 1994
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The author considers diffusion processes on \(\mathbb{R}^ d\) with generators \({1\over 2} (\Delta- \nabla W\cdot\nabla)\), where \(W\) is a Brownian motion with \(d\)-dimensional time. It is proved that for almost all trajectories of \(W\) the corresponding diffusion is recurrent.
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diffusion processes
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Brownian motion
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