Recurrence of multi-dimensional diffusion processes in Brownian environments

DOI10.3934/PROC.2015.1034MaRDI QIDQ260952zbMATH OpenOpenAlexFDO

Authors Yozo Tamura, Hiroshi Takahashi

Publication date 22 March 2016

Published in Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.3934/proc.2015.1034

zbMATH Keywords

Brownian environmentsdiffusion processesrecurrencetransience

Mathematics Subject Classification ID

Diffusion processes (60J60) Brownian motion (60J65) Functional limit theorems; invariance principles (60F17) Processes in random environments (60K37)

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Cites work

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• scientific article; zbMATH DE number 4066079 (Why is no real title available?)
• scientific article; zbMATH DE number 3206627 (Why is no real title available?)
• scientific article; zbMATH DE number 3070778 (Why is no real title available?)
• A one-dimensional diffusion process in a Wiener medium
• On the ergodicity of a certain stationary process
• Random walks in a random environment
• Recurrence and transience of multi-dimensional diffusion processes in reflected Brownian envi\-ronments
• Recurrence of a diffusion process in a multidimensional Brownian environment
• Some global properties of symmetric diffusion processes
• Some limit theorems related to multi-dimensional diffusions in a random environment
• The Limiting Behavior of a One-Dimensional Random Walk in a Random Medium
• Zero white noise limit through Dirichlet forms, with application to diffusions in a random medium

Cited in

(5)

• Recurrence and transience properties of multi-dimensional diffusion processes in selfsimilar and semi-selfsimilar random environments
• Recurrence of the Brownian motion in multidimensional semi-selfsimilar environments and Gaussian environments
• Topics on multi-dimensional Brox's diffusions
• Recurrence and transience of multi-dimensional diffusion processes in reflected Brownian envi\-ronments
• Recurrence of direct products of diffusion processes in random media having zero potentials

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