Limit theorems for diffusions with a random potential

DOI10.1016/0304-4149(95)00057-7zbMath0849.60090OpenAlexW2050537134MaRDI QIDQ1909956

Pierre Mathieu

Publication date: 7 November 1996

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

Full work available at URL: https://doi.org/10.1016/0304-4149(95)00057-7

zbMATH Keywords

random mediaself-similar random fieldasymptotics of a multi-dimensional drifted diffusionsubdissivity

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Related Items (8)

On the concentration of Sinai's walk ⋮ The mean velocity of a Brownian motion in a random Lévy potential ⋮ Almost sure behavior for the local time of a diffusion in a spectrally negative Lévy environment ⋮ Recurrence of the Brownian motion in multidimensional semi-selfsimilar environments and Gaussian environments ⋮ Tightness of localization and return time in random environment ⋮ Alternative proof for the localization of Sinai's walk ⋮ On random perturbations of dynamical systems and diffusions with a Brownian potential in dimension one ⋮ Elliptic PDEs with distributional drift and backward SDEs driven by a càdlàg martingale with random terminal time

Cites Work

• Unnamed Item
• On the interpretation of 1/f noise
• A one-dimensional diffusion process in a Wiener medium
• Limit theorems for one-dimensional diffusions and random walks in random environments
• Zero white noise limit through Dirichlet forms, with application to diffusions in a random medium
• Spectra, exit times and long time asymptotics in the zero-white-noise limit
• The Limiting Behavior of a One-Dimensional Random Walk in a Random Medium

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