A class of diffusions on the line is considered whose drifts are generalized functions (Schwartzian distributions). A probability measure is put on this space of drifts, giving a diffusion in a random environment. An invariance principle is then proven for the rescaled diffusion, generalizing a result of De Masi, Ferrari, Goldstein and the author.
Publié le : 1990-01-14
Classification:
Diffusion in a random environment,
singular stochastic differential equations,
Dirichlet forms and symmetric Markov processes,
invariance principle for diffusions,
60J60,
60F05
@article{1176990937,
author = {Wick, W. David},
title = {Diffusion in a Singular Random Environment},
journal = {Ann. Probab.},
volume = {18},
number = {4},
year = {1990},
pages = { 50-67},
language = {en},
url = {http://dml.mathdoc.fr/item/1176990937}
}
Wick, W. David. Diffusion in a Singular Random Environment. Ann. Probab., Tome 18 (1990) no. 4, pp. 50-67. http://gdmltest.u-ga.fr/item/1176990937/