Behavior of general one-dimensional diffusion processes

DOI10.1007/BF01019787MaRDI QIDQ1116537zbMATH OpenOpenAlexFDO

Authors François Delyon, Jean-François Luciani

Publication date 1989

Published in Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01019787

zbMATH Keywords

diffusion processesrandom walks in random environmentrecurrence properties

Mathematics Subject Classification ID

Diffusion processes (60J60) Sums of independent random variables; random walks (60G50) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cites work

• A one-dimensional diffusion process in a Wiener medium
• GENERALIZATION OF AN ASYMPTOTIC FORMULA OF V. A. MARČENKO FOR SPECTRAL FUNCTIONS OF A SECOND-ORDER BOUNDARY VALUE PROBLEM
• Laplace operator and random walk on one-dimensional nonhomogeneous lattice

Cited in

(4)

• A one-dimensional diffusion process in a Wiener medium
• scientific article; zbMATH DE number 1129546 (Why is no real title available?)
• 1-D models for m-D processes
• Properties of diffusion processes determined by a general lateral condition

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