The killed Brox diffusion

DOI10.1080/15326349.2022.2074460OpenAlexW4281552510MaRDI QIDQ5044429FDOQ5044429

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

Recommendations

• Quenched distributions for the maximum, minimum and local time of the Brox diffusion
• Killed random processes and heat kernels
• Excursions of the Brox diffusion
• On a Solvable Diffusion with Time Dependent “Killing”
• Killed diffusions and their conditioning

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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