Behavior of general one-dimensional diffusion processes

DOI10.1007/BF01019787zbMath0666.60050OpenAlexW2015166125MaRDI QIDQ1116537

François Delyon, Jean-François Luciani

Publication date: 1989

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01019787

zbMATH Keywords

diffusion processesrandom walks in random environmentrecurrence properties

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Cites Work

• Laplace operator and random walk on one-dimensional nonhomogeneous lattice
• A one-dimensional diffusion process in a Wiener medium
• GENERALIZATION OF AN ASYMPTOTIC FORMULA OF V. A. MARČENKO FOR SPECTRAL FUNCTIONS OF A SECOND-ORDER BOUNDARY VALUE PROBLEM

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