Invariance principle for a Brownian motion with large drift in a white noise environment

zbMath0909.60064MaRDI QIDQ1392517

Hiroshi Tanaka, Kiyoshi Kawazu

Publication date: 7 April 1999

Published in: Hiroshima Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

Brownian motioninvariance principlerandom environment

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Brownian motion (60J65) Diffusion processes (60J60)

Related Items (5)

Large deviations for a Brownian motion in a drifted Brownian potential ⋮ Rates of convergence of diffusions with drifted Brownian potentials ⋮ Annealed tail estimates for a Brownian motion in a drifted Brownian potential ⋮ Almost sure behavior for the local time of a diffusion in a spectrally negative Lévy environment ⋮ Limit theorems for a Brownian motion with drift in a white noise environment

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