Limit theorems for diffusions with a random potential
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Publication:1909956
DOI10.1016/0304-4149(95)00057-7zbMath0849.60090OpenAlexW2050537134MaRDI QIDQ1909956
Publication date: 7 November 1996
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(95)00057-7
random mediaself-similar random fieldasymptotics of a multi-dimensional drifted diffusionsubdissivity
Interacting random processes; statistical mechanics type models; percolation theory (60K35) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
Related Items (8)
On the concentration of Sinai's walk ⋮ The mean velocity of a Brownian motion in a random Lévy potential ⋮ Almost sure behavior for the local time of a diffusion in a spectrally negative Lévy environment ⋮ Recurrence of the Brownian motion in multidimensional semi-selfsimilar environments and Gaussian environments ⋮ Tightness of localization and return time in random environment ⋮ Alternative proof for the localization of Sinai's walk ⋮ On random perturbations of dynamical systems and diffusions with a Brownian potential in dimension one ⋮ Elliptic PDEs with distributional drift and backward SDEs driven by a càdlàg martingale with random terminal time
Cites Work
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- On the interpretation of 1/f noise
- A one-dimensional diffusion process in a Wiener medium
- Limit theorems for one-dimensional diffusions and random walks in random environments
- Zero white noise limit through Dirichlet forms, with application to diffusions in a random medium
- Spectra, exit times and long time asymptotics in the zero-white-noise limit
- The Limiting Behavior of a One-Dimensional Random Walk in a Random Medium
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