The mean velocity of a Brownian motion in a random Lévy potential

DOI10.1214/aop/1023481110zbMath0903.60065OpenAlexW2020249796MaRDI QIDQ1381567

Philippe Carmona

Publication date: 11 January 1999

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1023481110

zbMATH Keywords

diffusion processrandom mediarandom walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Diffusion processes (60J60) Markov processes (60J99)

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Cites Work

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• Zero white noise limit through Dirichlet forms, with application to diffusions in a random medium
• On random perturbations of dynamical systems and diffusions with a Brownian potential in dimension one
• Limit theorems for diffusions with a random potential
• Random walks in a random environment
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