Diffusion in a singular random environment (Q914263)

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scientific article; zbMATH DE number 4149308
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    Diffusion in a singular random environment
    scientific article; zbMATH DE number 4149308

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      Diffusion in a singular random environment (English)
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      1990
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      Using Dirichlet forms, the author shows the existence of a class of one- dimensional diffusion processes whose drifts are the first derivatives (in the sense of Schwartz) of bounded upper-semicontinuous functions. The space of drifts is endowed with a translation-invariant and ergodic probability measure, producing a diffusion in a random environment. An invariance principle is then proven for the rescaled diffusion. The use of scale functions and speed measures instead of Dirichlet forms for the one-dimensional diffusions would have simplified the author's hypothesis and arguments.
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      singular random environment
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      Dirichlet forms
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      upper-semicontinuous functions
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      translation-invariant
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      ergodic probability
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