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Recurrence of a diffusion process in a multidimensional Brownian environment - MaRDI portal

Recurrence of a diffusion process in a multidimensional Brownian environment (Q1327789)

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scientific article; zbMATH DE number 597343
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Recurrence of a diffusion process in a multidimensional Brownian environment
scientific article; zbMATH DE number 597343

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    Recurrence of a diffusion process in a multidimensional Brownian environment (English)
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    8 August 1994
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    The author considers diffusion processes on \(\mathbb{R}^ d\) with generators \({1\over 2} (\Delta- \nabla W\cdot\nabla)\), where \(W\) is a Brownian motion with \(d\)-dimensional time. It is proved that for almost all trajectories of \(W\) the corresponding diffusion is recurrent.
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    diffusion processes
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    Brownian motion
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