Limit theorems for a Brownian motion with drift in a white noise environment

DOI10.1016/S0960-0779(97)00029-5zbMath0935.60063OpenAlexW2010088121MaRDI QIDQ1963211

Hiroshi Tanaka

Publication date: 24 January 2000

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0960-0779(97)00029-5

zbMATH Keywords

second-order differential operatorsKrein's spectral theoryKesten-Kozlov-Spitzer's random walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Diffusion processes (60J60) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Related Items

Large deviations for a Brownian motion in a drifted Brownian potential, Rates of convergence of diffusions with drifted Brownian potentials, A slow transient diffusion in a drifted stable potential, On the concentration of Sinai's walk, Almost sure behavior for the local time of a diffusion in a spectrally negative Lévy environment, Tightness of localization and return time in random environment, Limit law of the local time for Brox's diffusion, Rates of convergence of a transient diffusion in a spectrally negative Lévy potential, Alternative proof for the localization of Sinai's walk, Large deviations for sticky Brownian motions

Cites Work

• A one-dimensional diffusion process in a Wiener medium
• The limit distribution of Sinai's random walk in random environment
• A diffusion process in a Brownian environment with drift
• Invariance principle for a Brownian motion with large drift in a white noise environment
• Random Walk in a One-Dimensional Random Medium
• The Limiting Behavior of a One-Dimensional Random Walk in a Random Medium
• Random walks in a random environment
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