Recurrence and transience of multi-dimensional diffusion processes in reflected Brownian envi\-ronments

DOI10.1016/J.SPL.2004.06.022zbMath1078.60090OpenAlexW2052209252MaRDI QIDQ1771449

Hiroshi Takahashi

Publication date: 21 April 2005

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2004.06.022

zbMATH Keywords

Brox's diffusion process in random environment

Mathematics Subject Classification ID

Diffusion processes (60J60) Processes in random environments (60K37)

Related Items (3)

Recurrence of the Brownian motion in multidimensional semi-selfsimilar environments and Gaussian environments ⋮ Recurrence of direct products of diffusion processes in random media having zero potentials ⋮ Recurrence of multi-dimensional diffusion processes in Brownian environments

Cites Work

• A one-dimensional diffusion process in a Wiener medium
• Some global properties of symmetric diffusion processes
• Recurrence of a diffusion process in a multidimensional Brownian environment
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