Recurrence of a diffusion process in a multidimensional Brownian environment
type: Item
instance of: scholarly article
title: Recurrence of a diffusion process in a multidimensional Brownian environment
zbMATH Open document ID: 0804.60068
author: Hiroshi Tanaka
published in: Proceedings of the Japan Academy. Series A
publication date: 1994-08-08T00:00:00Z
review text: The author considers diffusion processes on \(\mathbb{R}^ d\) with generators \({1\over 2} (\Delta- \nabla W\cdot\nabla)\), where \(W\) is a Brownian motion with \(d\)-dimensional time. It is proved that for almost all trajectories of \(W\) the corresponding diffusion is recurrent.
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 597343
zbMATH Keywords: diffusion processes
zbMATH Keywords: Brownian motion
reviewed by: R. Mikulevicius
MaRDI profile type: Publication
full work available at URL: pjaa.69.377
OpenAlex ID: W2045550266
cites work: A one-dimensional diffusion process in a Wiener medium
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DOI: 10.3792/PJAA.69.377
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description: scientific article; zbMATH DE number 597343