Diffusion processes with one-sided selfsimilar random potentials
The paper studies the long-time behavior of diffusion processes starting at the origin, subjected to one-sided random potentials defined by strictly stable processes on the negative real line. This extends previous work on one-sided Brownian potentials. Unlike earlier studies, the authors use different analytical methods, specifically building on the theory of bi-generalized diffusion processes by \textit{Y. Ogura} [J. Math. Soc. Japan 41, No. 2, 213--242 (1989; Zbl 0701.60078)] and \textit{H. Tanaka} [Commun. Pure Appl. Math. 47, No. 5, 755--766 (1994; Zbl 0811.60062)]. Since existing limit theorems are not directly applicable to this model, the authors refine them to analyze the asymptotic behavior. They prove that the diffusion process exhibits a mixed limiting behavior: with some probability it follows Brownian scaling, while with the remaining probability it follows a sub-diffusive scaling.
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- Limit theorems for a diffusion process with a one-sided Brownian potential
- Limit theorems for one-dimensional diffusions and random walks in random environments
- Localization of a diffusion process in a one‐dimensional brownian environment
- One-dimensional bi-generalized diffusion processes
- The Limiting Behavior of a One-Dimensional Random Walk in a Random Medium
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