Limit theorems for a Brownian motion with drift in a white noise environment

DOI10.1016/S0960-0779(97)00029-5MaRDI QIDQ1963211zbMATH OpenOpenAlexFDO

Authors Hiroshi Tanaka

Publication date 24 January 2000

Published in Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0960-0779(97)00029-5

zbMATH Keywords

Kesten-Kozlov-Spitzer's random walkKrein's spectral theorysecond-order differential operators

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Diffusion processes (60J60) Brownian motion (60J65) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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Cited in

(12)

• Invariance principle for a Brownian motion with large drift in a white noise environment
• Tightness of localization and return time in random environment
• Large deviations for a Brownian motion in a drifted Brownian potential
• Large deviations for sticky Brownian motions
• Rates of convergence of a transient diffusion in a spectrally negative Lévy potential
• Alternative proof for the localization of Sinai's walk
• A slow transient diffusion in a drifted stable potential
• Rates of convergence of diffusions with drifted Brownian potentials
• Almost sure behavior for the local time of a diffusion in a spectrally negative Lévy environment
• Limit law of the local time for Brox's diffusion
• Asymptotic behavior of stochastic processes in random environments
• On the concentration of Sinai's walk

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