The killed Brox diffusion

DOI10.1080/15326349.2022.2074460MaRDI QIDQ5044429zbMATH OpenOpenAlexFDO

Authors Jonathan Gutierrez-Pavón, Carlos Gabriel Pacheco

Publication date 31 October 2022

Published in Stochastic Models (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1909.05839

zbMATH Keywords

Green operatorBrox diffusiondensity spectral decompositionstochastic Sturm-Liouville theory

Mathematics Subject Classification ID

Processes in random environments (60K37) Eigenvalue problems for integral equations (45C05) Random operators and equations (aspects of stochastic analysis) (60H25) Eigenfunctions, eigenfunction expansions, completeness of eigenfunctions of ordinary differential operators (34L10)

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Cited in

(4)

• Quenched distributions for the maximum, minimum and local time of the Brox diffusion
• Short-time asymptotic behavior of the Brox diffusion
• Excursions of the Brox diffusion
• Inverting weak random operators

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