Diffusion processes with one-sided selfsimilar random potentials (Q6985744)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 8038270
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Diffusion processes with one-sided selfsimilar random potentials |
scientific article; zbMATH DE number 8038270 |
Statements
Diffusion processes with one-sided selfsimilar random potentials (English)
0 references
12 May 2025
0 references
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.
0 references
diffusion processes
0 references
random potentials
0 references
self-similarity
0 references
stable processes
0 references
0 references
0 references
0 references
0 references