Localization of a diffusion process in a one‐dimensional brownian environment

DOI10.1002/cpa.3160470508zbMath0811.60062OpenAlexW2046700739MaRDI QIDQ4308586

Hiroshi Tanaka

Publication date: 10 October 1994

Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cpa.3160470508

zbMATH Keywords

Bessel processeslocalization theoremconvergence theorem for diffusion processesdiffusion in a Brownian environment

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60)

Related Items (8)

Rough paths and 1d SDE with a time dependent distributional drift: application to polymers ⋮ On the concentration of Sinai's walk ⋮ Tightness of localization and return time in random environment ⋮ Limit law of the local time for Brox's diffusion ⋮ Alternative proof for the localization of Sinai's walk ⋮ Almost sure asymptotics for the local time of a diffusion in Brownian environment ⋮ Diffusion in random environment and the renewal theorem ⋮ Diffusion processes in Brownian environments on disconnected selfsimilar fractal sets in \(\mathbb{R}\)

Cites Work

• The limit distribution of Sinai's random walk in random environment
• Unnamed Item

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