Topics on multi-dimensional Brox's diffusions

MaRDI QIDQ5267631zbMATHFDO

Authors Seiichiro Kusuoka, Hiroshi Takahashi, Yozo Tamura

Publication date 13 June 2017

zbMATH Keywords

diffusion processesrandom environmentsrecurrencetransienceLévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Diffusion processes (60J60) Brownian motion (60J65) Processes in random environments (60K37)

Recommendations

• Recurrence and transience of multi-dimensional diffusion processes in reflected Brownian envi\-ronments
• Recurrence of multi-dimensional diffusion processes in Brownian environments
• Recurrence and transience properties of multi-dimensional diffusion processes in selfsimilar and semi-selfsimilar random environments
• Some limit theorems related to multi-dimensional diffusions in a random environment
• Limit theorems for one-dimensional diffusions and random walks in random environments

Cited in

(3)

• Diffusion processes in Brownian environments on disconnected selfsimilar fractal sets in \(\mathbb{R}\)
• Recurrence of direct products of diffusion processes in random media having zero potentials
• Recurrence and transience properties of multi-dimensional diffusion processes in selfsimilar and semi-selfsimilar random environments

This page was built for publication: Topics on multi-dimensional Brox's diffusions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5267631)