Limit theorems for one-dimensional diffusions and random walks in random environments
type: Item
instance of: scholarly article
title: Limit theorems for one-dimensional diffusions and random walks in random environments
zbMATH Open document ID: 0638.60042
DOI: 10.1007/BF00318905
author: Kiyoshi Kawazu
author: Yozo Tamura
author: Hiroshi Tanaka
publication date: 1989-01-01T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 60F15
Mathematics Subject Classification ID: 60G50
Mathematics Subject Classification ID: 60K35
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 4040951
zbMATH Keywords: self-similar random environment
zbMATH Keywords: random walk in a random environment
zbMATH Keywords: optional sampling from a diffusion model
MaRDI profile type: Publication
cites work: Q5532996
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published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
description: scientific article; zbMATH DE number 4040951