Diffusion in a singular random environment (Q914263)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Diffusion in a singular random environment |
scientific article; zbMATH DE number 4149308
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Diffusion in a singular random environment |
scientific article; zbMATH DE number 4149308 |
Statements
Diffusion in a singular random environment (English)
0 references
1990
0 references
Using Dirichlet forms, the author shows the existence of a class of one- dimensional diffusion processes whose drifts are the first derivatives (in the sense of Schwartz) of bounded upper-semicontinuous functions. The space of drifts is endowed with a translation-invariant and ergodic probability measure, producing a diffusion in a random environment. An invariance principle is then proven for the rescaled diffusion. The use of scale functions and speed measures instead of Dirichlet forms for the one-dimensional diffusions would have simplified the author's hypothesis and arguments.
0 references
singular random environment
0 references
Dirichlet forms
0 references
upper-semicontinuous functions
0 references
translation-invariant
0 references
ergodic probability
0 references