Recurrence of a diffusion process in a multidimensional Brownian environment (Q1327789)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Recurrence of a diffusion process in a multidimensional Brownian environment
scientific article

    Statements

    Recurrence of a diffusion process in a multidimensional Brownian environment (English)
    0 references
    0 references
    0 references
    8 August 1994
    0 references
    The author considers diffusion processes on \(\mathbb{R}^ d\) with generators \({1\over 2} (\Delta- \nabla W\cdot\nabla)\), where \(W\) is a Brownian motion with \(d\)-dimensional time. It is proved that for almost all trajectories of \(W\) the corresponding diffusion is recurrent.
    0 references
    0 references
    diffusion processes
    0 references
    Brownian motion
    0 references
    0 references