One-dimensional diffusion in an asymmetric random environment
From MaRDI portal
Publication:858487
DOI10.1016/j.anihpb.2005.08.004zbMath1105.60077arXivmath/0610057MaRDI QIDQ858487
Publication date: 9 January 2007
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0610057
60J60: Diffusion processes
60K37: Processes in random environments
60G52: Stable stochastic processes
Related Items
The Maximum of the Local Time of a Diffusion Process in a Drifted Brownian Potential, Almost sure behavior for the local time of a diffusion in a spectrally negative Lévy environment, Annealed tail estimates for a Brownian motion in a drifted Brownian potential, The alternating marked point process of \(h\)-slopes of drifted Brownian motion, Invariant distributions and scaling limits for some diffusions in time-varying random environments, Local time of a diffusion in a stable Lévy environment