A diffusion process with a Brownian potential including a zero potential part

DOI10.3836/TJM/1437506248zbMATH Open1323.60107OpenAlexW1799669328MaRDI QIDQ498658FDOQ498658

Authors: Yuki Suzuki 

Publication date: 29 September 2015

Published in: Tokyo Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3836/tjm/1437506248

zbMATH Keywords

diffusion processrandom environmentmaximum processminimum processBrownian potential

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Diffusion processes (60J60) Processes in random environments (60K37)

Cited In (4)

• A diffusion process with a random potential consisting of two contracted self-similar processes
• Diffusion processes in Brownian environments on disconnected selfsimilar fractal sets in \(\mathbb{R}\)
• DIFFUSION PROCESSES WITH RESPECT TO FREE BROWNIAN MOTION
• A diffusion process with a self-similar random potential with two exponents. III.

This page was built for publication: A diffusion process with a Brownian potential including a zero potential part

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q498658)