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

DOI10.3836/TJM/1437506248MaRDI QIDQ498658zbMATH OpenOpenAlexFDO

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)

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

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