Gaussian limit theorems for diffusion processes and an application

DOI10.1016/S0304-4149(98)00095-7zbMath0962.60074OpenAlexW1982043466MaRDI QIDQ1593628

Joseph G. Conlon, Renming Song

Publication date: 17 January 2001

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(98)00095-7

zbMATH Keywords

random walksdiffusionsrandom environments

Mathematics Subject Classification ID

Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17)

Related Items (3)

Random walks in quenched i.i.d. space-time random environment are always a.s. diffusive ⋮ The almost sure central limit theorem for one-dimensional nearest-neighbour random walks in a space-time random environment ⋮ Random walk in Markovian environment

Cites Work

• Unnamed Item
• Random walks in asymmetric random environments
• A remark on diffusion of directed polymers in random environments
• Estimates on the solution of an elliptic equation related to Brownian motion with drift. II
• Diffusion of directed polymers in a strong random environment.
• A Brownian motion version of the directed polymer problem.
• A note on the diffusion of directed polymers in a random environment
• Estimates on the solution of an elliptic equation related to Brownian motion with drift
• Divergence of shape fluctuations in two dimensions
• Geodesics in two-dimensional first-passage percolation
• Diffusion of directed polymers in a random environment.
• The Limiting Behavior of a One-Dimensional Random Walk in a Random Medium

This page was built for publication: Gaussian limit theorems for diffusion processes and an application