Gaussian limit theorems for diffusion processes and an application

DOI10.1016/S0304-4149(98)00095-7MaRDI QIDQ1593628zbMATH OpenOpenAlexFDO

Authors Joseph G. Conlon, Renming Song

Publication date 17 January 2001

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0304-4149(98)00095-7

zbMATH Keywords

random walksrandom environmentsdiffusions

Mathematics Subject Classification ID

Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17)

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Cites work

• scientific article; zbMATH DE number 3895476 (Why is no real title available?)
• A Brownian motion version of the directed polymer problem.
• A note on the diffusion of directed polymers in a random environment
• A remark on diffusion of directed polymers in random environments
• Diffusion of directed polymers in a random environment.
• Diffusion of directed polymers in a strong random environment.
• Divergence of shape fluctuations in two dimensions
• Estimates on the solution of an elliptic equation related to Brownian motion with drift
• Estimates on the solution of an elliptic equation related to Brownian motion with drift. II
• Geodesics in two-dimensional first-passage percolation
• Random walks in asymmetric random environments
• The Limiting Behavior of a One-Dimensional Random Walk in a Random Medium

Cited in

(8)

• The almost sure central limit theorem for one-dimensional nearest-neighbour random walks in a space-time random environment
• Gaussian estimates for degenerate diffusion
• Limit theorems for diffusion-type processes in \(R^ m\)
• An application of the Gaussian correlation inequality to the small deviations for a Kolmogorov diffusion
• Random walk in Markovian environment
• A diffusion equation for the density of the ratio of two jointly distributed Gaussian variables and the exponential analysis problem
• Random walks in quenched i.i.d. space-time random environment are always a.s. diffusive
• Evolution of Gaussian Concentration Bounds under Diffusions

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