On random perturbations of dynamical systems and diffusions with a Brownian potential in dimension one

DOI10.1016/S0304-4149(98)00015-5zbMath0933.60018MaRDI QIDQ1805791

Pierre Mathieu

Publication date: 18 November 1999

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(98)00015-5

zbMATH Keywords

random media; stochastic differential equations with reflection; random perturbations of dynamical systems

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60F15: Strong limit theorems

60J60: Diffusion processes

Related Items

The Maximum of the Local Time of a Diffusion Process in a Drifted Brownian Potential, On the concentration of Sinai's walk, Scaling laws and convergence for the advection-diffusion equation, The mean velocity of a Brownian motion in a random Lévy potential, Tightness of localization and return time in random environment, A local time curiosity in random environment, Large deviations for a Brownian motion in a drifted Brownian potential, Alternative proof for the localization of Sinai's walk

Cites Work

• A one-dimensional diffusion process in a Wiener medium
• Zero white noise limit through Dirichlet forms, with application to diffusions in a random medium
• A diffusion process in a Brownian environment with drift
• Limit theorems for diffusions with a random potential
• Small random perturbations of peano phenomena
• The Limiting Behavior of a One-Dimensional Random Walk in a Random Medium
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