Recurrence and transience properties of multi-dimensional diffusion processes in selfsimilar and semi-selfsimilar random environments
DOI10.1214/16-ECP36zbMATH Open1357.60084MaRDI QIDQ507780FDOQ507780
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
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diffusion processrandom environmentrecurrencetransienceselfsimilaritystable Lévy processsemi-stable Lévy process
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)
Cited In (10)
- Recurrence of multi-dimensional diffusion processes in Brownian environments
- Recurrence of the Brownian motion in multidimensional semi-selfsimilar environments and Gaussian environments
- 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
- Recurrence and transience of multi-dimensional diffusion processes in reflected Brownian envi\-ronments
- Some remarks and examples concerning the transience and recurrence of random diffusions
- Title not available (Why is that?)
- Recurrence of direct products of diffusion processes in random media having zero potentials
- Multidimensional SDE with distributional drift and Lévy noise
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