Diffusion processes with one-sided selfsimilar random potentials (Q6985744)

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scientific article; zbMATH DE number 8038270
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    Diffusion processes with one-sided selfsimilar random potentials
    scientific article; zbMATH DE number 8038270

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      Diffusion processes with one-sided selfsimilar random potentials (English)
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      12 May 2025
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      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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      diffusion processes
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      random potentials
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      self-similarity
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      stable processes
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