Diffusion in a singular random environment

DOI10.1214/AOP/1176990937MaRDI QIDQ914263zbMATH OpenOpenAlexFDO

Authors W. David Wick

Publication date 1990

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176990937

zbMATH Keywords

Dirichlet formsergodic probabilitysingular random environmenttranslation-invariantupper-semicontinuous functions

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Review text

Using Dirichlet forms, the author shows the existence of a class of one- dimensional diffusion processes whose drifts are the first derivatives (in the sense of Schwartz) of bounded upper-semicontinuous functions. The space of drifts is endowed with a translation-invariant and ergodic probability measure, producing a diffusion in a random environment. An invariance principle is then proven for the rescaled diffusion. The use of scale functions and speed measures instead of Dirichlet forms for the one-dimensional diffusions would have simplified the author's hypothesis and arguments.

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(10)

• Special examples of diffusions in random environment
• Behavior of general one-dimensional diffusion processes
• Localization of diffusion processes in one-dimensional random environment
• On the diffusive behavior of isotropic diffusions in a random environment
• Random spherical hyperbolic diffusion
• scientific article; zbMATH DE number 3858122 (Why is no real title available?)
• Renewal theory in a random environment
• On the relation of one-dimensional diffusions on natural scale and their speed measures
• The rule for a subdiffusive particle in an extremely diverse environment
• Diffusions in random environment and ballistic behavior

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