On random perturbations of dynamical systems and diffusions with a Brownian potential in dimension one

DOI10.1016/S0304-4149(98)00015-5zbMath0933.60018OpenAlexW2087038354MaRDI QIDQ1805791

Pierre Mathieu

Publication date: 18 November 1999

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)00015-5

zbMATH Keywords

random mediastochastic differential equations with reflectionrandom perturbations of dynamical systems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Strong limit theorems (60F15) Diffusion processes (60J60)

Related Items (8)

Large deviations for a Brownian motion in a drifted Brownian potential ⋮ On the concentration of Sinai's walk ⋮ The mean velocity of a Brownian motion in a random Lévy potential ⋮ Tightness of localization and return time in random environment ⋮ Alternative proof for the localization of Sinai's walk ⋮ A local time curiosity in random environment ⋮ Scaling laws and convergence for the advection-diffusion equation ⋮ The Maximum of the Local Time of a Diffusion Process in a Drifted Brownian Potential

Cites Work

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• A one-dimensional diffusion process in a Wiener medium
• Zero white noise limit through Dirichlet forms, with application to diffusions in a random medium
• A diffusion process in a Brownian environment with drift
• Limit theorems for diffusions with a random potential
• Small random perturbations of peano phenomena
• The Limiting Behavior of a One-Dimensional Random Walk in a Random Medium

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