Recurrence and transience properties of multi-dimensional diffusion processes in selfsimilar and semi-selfsimilar random environments

DOI10.1214/16-ECP36MaRDI QIDQ507780zbMATHFDO

Authors Seiichiro Kusuoka, Hiroshi Takahashi, Yozo Tamura

Publication date 7 February 2017

Published in Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.ecp/1483585773

zbMATH Keywords

diffusion processrandom environmentrecurrencetransienceselfsimilaritystable Lévy processsemi-stable Lévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Diffusion processes (60J60) Brownian motion (60J65) Stable stochastic processes (60G52) Processes in random environments (60K37) Self-similar stochastic processes (60G18)

Recommendations

• Recurrence and transience of multi-dimensional diffusion processes in reflected Brownian envi\-ronments
• Recurrence of multi-dimensional diffusion processes in Brownian environments
• Topics on multi-dimensional Brox's diffusions
• scientific article; zbMATH DE number 2113035
• Recurrence of a diffusion process in a multidimensional Brownian environment

Cited in

(10)

• Recurrence of a diffusion process in a multidimensional Brownian environment
• Recurrence and transience of diffusions in a half-space
• Topics on multi-dimensional Brox's diffusions
• Multidimensional SDE with distributional drift and Lévy noise
• Some remarks and examples concerning the transience and recurrence of random diffusions
• Recurrence of the Brownian motion in multidimensional semi-selfsimilar environments and Gaussian environments
• Recurrence of direct products of diffusion processes in random media having zero potentials
• Recurrence and transience of multi-dimensional diffusion processes in reflected Brownian envi\-ronments
• Recurrence of multi-dimensional diffusion processes in Brownian environments
• scientific article; zbMATH DE number 2113035 (Why is no real title available?)

This page was built for publication: Recurrence and transience properties of multi-dimensional diffusion processes in selfsimilar and semi-selfsimilar random environments

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q507780)