One-dimensional bi-generalized diffusion processes
The notion of one-dimensional diffusion or gap diffusion is generalised by allowing the scale function s to have flats, i.e. s is (only) non- decreasing. Using the function s and a non-negative speed measure m an analytical construction of a Markov process X - called bi-generalised diffusion process (BGDP) - is given. It is seen that X does not have in general the strong Markov property and right continuous paths. In fact, sample paths are described using a gap diffusion when X is off the flats of s and a stationary process when in the flats. Moreover, conditions for the convergence of finite-dimensional distributions in a sequence of BGDP's are given. These results are used to study metastable behaviour in statistical physics, asymptotic behaviour of a diffusion in random environment and approximations of diffusion processes of gene frequencies. Consequences of the existence of bi-generalised birth and death processes for the Stieltjes' moment problem are also discussed.
- Generalized Second-Order Differential Operators, Corresponding Gap Diffusions and Superharmonic Transformations
- On Multidimensional Generalized Diffusion Processes
- scientific article; zbMATH DE number 4020140
- Construction of generalized diffusion processes: the resolvent approach
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- 1-D models for m-D processes
- scientific article; zbMATH DE number 3901748 (Why is no real title available?)
- Lévy measure density corresponding to inverse local time
- scientific article; zbMATH DE number 4020140 (Why is no real title available?)
- Generalized Second-Order Differential Operators, Corresponding Gap Diffusions and Superharmonic Transformations
- Anomalous scaling regime for one-dimensional Mott variable-range hopping
- Asymptotic behavior of stochastic processes in random environments
- Diffusion processes with one-sided selfsimilar random potentials
- Aging and sub-aging for one-dimensional random walks amongst random conductances
- Convergence of one-dimensional diffusion processes to a jump process related to population genetics
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