Short-time asymptotic behavior of the Brox diffusion

DOI10.1214/24-ECP623MaRDI QIDQ6628947zbMATH OpenFDO

Authors Masaaki Fukasawa, Kota Iida

Publication date 29 October 2024

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

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1214/24-ECP623

zbMATH Keywords

Brox diffusionfractional Brownian motionrandom media

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Processes in random environments (60K37) Anomalous diffusion models (subdiffusion, superdiffusion, continuous-time random walks, etc.) (60K50)

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Cites work

• A local time curiosity in random environment
• A one-dimensional diffusion process in a Wiener medium
• scientific article; zbMATH DE number 51724 (Why is no real title available?)
• Limit law of the local time for Brox's diffusion
• Some SDEs with distributional drift. I: General calculus
• Stochastic differential equation for Brox diffusion
• Stochastic differential equations for Dirichlet processes
• The killed Brox diffusion

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