Recurrence and transience properties of multi-dimensional diffusion processes in selfsimilar and semi-selfsimilar random environments

DOI10.1214/16-ECP36zbMath1357.60084MaRDI QIDQ507780

Seiichiro Kusuoka, Hiroshi Takahashi, Yozo Tamura

Publication date: 7 February 2017

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ecp/1483585773

zbMATH Keywords

diffusion processrecurrencerandom environmenttransienceselfsimilaritystable Lévy processsemi-stable Lévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Brownian motion (60J65) Diffusion processes (60J60) Processes in random environments (60K37) Self-similar stochastic processes (60G18) Stable stochastic processes (60G52)

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