Limit theorems for one-dimensional diffusions and random walks in random environments
The limiting behavior of one-dimensional diffusion processes in an asymptotically self-similar random environment is investigated through the extension of Brox's method. Similar problems are then discussed for a random walk in a random environment with the aid of optional sampling from a diffusion model; an extension of a result of Sinai is given in the case of asymptotically self-similar random environments.
optional sampling from a diffusion model
scientific article; zbMATH DE number 4040951
scientific article