Diffusion in random environment and the renewal theorem

DOI10.1214/009117905000000279zbMath1083.60081arXivmath/0310306OpenAlexW2039536309MaRDI QIDQ2571694

Dimitrios Cheliotis

Publication date: 14 November 2005

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0310306

zbMATH Keywords

Brownian motionpath decomposition

Mathematics Subject Classification ID

Brownian motion (60J65) Sample path properties (60G17) Processes in random environments (60K37)

Related Items

The killed Brox diffusion, Random walks and polymers in the presence of quenched disorder, Annealed tail estimates for a Brownian motion in a drifted Brownian potential, Localization of favorite points for diffusion in a random environment, Metastable states in Brownian energy landscape, Spectral analysis of Sinai's walk for small eigenvalues, Collisions of several walkers in recurrent random environments

Cites Work

• Localization of random walks in one-dimensional random environments
• A one-dimensional diffusion process in a Wiener medium
• The limit distribution of Sinai's random walk in random environment
• Limit law for transition probabilities and moderate deviations for Sinai's random walk in random environment
• Tightness of localization and return time in random environment
• Discrete schemes for processes in random media
• Localization of a diffusion process in a one‐dimensional brownian environment
• The Limiting Behavior of a One-Dimensional Random Walk in a Random Medium
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