Invariance principle for a Brownian motion with large drift in a white noise environment (Q1392517)
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English | Invariance principle for a Brownian motion with large drift in a white noise environment |
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Invariance principle for a Brownian motion with large drift in a white noise environment (English)
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7 April 1999
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In an earlier work, the second author [in: Itô's stochastic calculus and probability theory, 373-384 (1996; Zbl 0866.60025)] has obtained an environment-wise invariance principle for a Brownian motion with drift in a white noise environment. The paper under review is a continuation of the latter; the authors prove here further central limit theorems in random environment, and also provide details that were omitted in the proof of the environment-wise invariance principle given in the aforementioned article.
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invariance principle
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Brownian motion
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random environment
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