Short-time asymptotic behavior of the Brox diffusion

DOI10.1214/24-ECP623MaRDI QIDQ6628947

Masaaki Fukasawa, Kota Iida

Publication date: 29 October 2024

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

zbMATH Keywords

fractional Brownian motionrandom mediaBrox diffusion

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Processes in random environments (60K37) Anomalous diffusion models (subdiffusion, superdiffusion, continuous-time random walks, etc.) (60K50)

Cites Work

• Title not available (Why is that?)
• Limit law of the local time for Brox's diffusion
• A one-dimensional diffusion process in a Wiener medium
• Some SDEs with distributional drift. I: General calculus
• A local time curiosity in random environment
• Stochastic differential equation for Brox diffusion
• The killed Brox diffusion
• Stochastic differential equations for Dirichlet processes

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