Topics on multi-dimensional Brox's diffusions

MaRDI QIDQ5267631zbMATH OpenFDO

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)

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(4)

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

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