Localization of a diffusion process in a one‐dimensional brownian environment

DOI10.1002/CPA.3160470508MaRDI QIDQ4308586zbMATH OpenOpenAlexFDO

Authors Hiroshi Tanaka

Publication date 10 October 1994

Published in Communications on Pure and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/cpa.3160470508

zbMATH Keywords

Bessel processesconvergence theorem for diffusion processesdiffusion in a Brownian environmentlocalization theorem

Mathematics Subject Classification ID

Diffusion processes (60J60) Brownian motion (60J65)

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Cites work

• scientific article; zbMATH DE number 3206627 (Why is no real title available?)
• The limit distribution of Sinai's random walk in random environment

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(18)

• Localization of diffusion processes in one-dimensional random environment
• Tightness of localization and return time in random environment
• Self-diffusion for Brownian motions with local interaction
• Intrinsic location parameter of a diffusion process
• Diffusion processes in Brownian environments on disconnected selfsimilar fractal sets in \(\mathbb{R}\)
• Alternative proof for the localization of Sinai's walk
• Diffusion in random environment and the renewal theorem
• Rough paths and 1d SDE with a time dependent distributional drift: application to polymers
• Localisation and universal fluctuations in ultraslow diffusion processes
• scientific article; zbMATH DE number 3998921 (Why is no real title available?)
• A convergence result of a rescaled process within a locally ergodic random environment
• scientific article; zbMATH DE number 956709 (Why is no real title available?)
• Limit law of the local time for Brox's diffusion
• Asymptotic behavior of stochastic processes in random environments
• Diffusion processes with one-sided selfsimilar random potentials
• Almost sure asymptotics for the local time of a diffusion in Brownian environment
• On the concentration of Sinai's walk
• Localization of favorite points for diffusion in a random environment

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