Limit theorems for one-dimensional diffusions and random walks in random environments (Q1099489)

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Limit theorems for one-dimensional diffusions and random walks in random environments
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    Limit theorems for one-dimensional diffusions and random walks in random environments (English)
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    1989
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    The limiting behavior of one-dimensional diffusion processes in an asymptotically self-similar random environment is investigated through the extension of Brox's method. Similar problems are then discussed for a random walk in a random environment with the aid of optional sampling from a diffusion model; an extension of a result of Sinai is given in the case of asymptotically self-similar random environments.
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    self-similar random environment
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    random walk in a random environment
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    optional sampling from a diffusion model
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