Limit theorems for one-dimensional diffusions and random walks in random environments (Q1099489)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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