A diffusion process with a Brownian potential including a zero potential part

DOI10.3836/TJM/1437506248zbMath1323.60107OpenAlexW1799669328MaRDI QIDQ498658

Yuki Suzuki

Publication date: 29 September 2015

Published in: Tokyo Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3836/tjm/1437506248

zbMATH Keywords

diffusion processrandom environmentminimum processBrownian potentialmaximum process

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Diffusion processes (60J60) Processes in random environments (60K37)

Related Items (3)

A diffusion process with a random potential consisting of two contracted self-similar processes ⋮ A diffusion process with a self-similar random potential with two exponents, III ⋮ Diffusion processes in Brownian environments on disconnected selfsimilar fractal sets in \(\mathbb{R}\)

This page was built for publication: A diffusion process with a Brownian potential including a zero potential part