We consider a one-dimensional diffusion process in a random medium, which is itself generated by a Wiener process. The asymptotic behaviour is investigated, using the self-similarity of the medium process. The results are analogous to the lattice case.
Publié le : 1986-10-14
Classification:
Random environment,
diffusion,
self-similarity,
60J60,
60F99
@article{1176992363,
author = {Brox, Th.},
title = {A One-Dimensional Diffusion Process in a Wiener Medium},
journal = {Ann. Probab.},
volume = {14},
number = {4},
year = {1986},
pages = { 1206-1218},
language = {en},
url = {http://dml.mathdoc.fr/item/1176992363}
}
Brox, Th. A One-Dimensional Diffusion Process in a Wiener Medium. Ann. Probab., Tome 14 (1986) no. 4, pp. 1206-1218. http://gdmltest.u-ga.fr/item/1176992363/