Diffusion in random environment and the renewal theorem

DOI10.1214/009117905000000279zbMath1083.60081arXivmath/0310306MaRDI QIDQ2571694

Dimitrios Cheliotis

Publication date: 14 November 2005

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0310306

zbMATH Keywords

Brownian motion; path decomposition

Mathematics Subject Classification ID

60J65: Brownian motion

60G17: Sample path properties

60K37: Processes in random environments

Related Items

Random walks and polymers in the presence of quenched disorder, Annealed tail estimates for a Brownian motion in a drifted Brownian potential, Localization of favorite points for diffusion in a random environment, Spectral analysis of Sinai's walk for small eigenvalues

Cites Work

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• A one-dimensional diffusion process in a Wiener medium
• The limit distribution of Sinai's random walk in random environment
• Limit law for transition probabilities and moderate deviations for Sinai's random walk in random environment
• Tightness of localization and return time in random environment
• Discrete schemes for processes in random media
• Localization of a diffusion process in a one‐dimensional brownian environment
• The Limiting Behavior of a One-Dimensional Random Walk in a Random Medium
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