Limit distribution for 1-dimensional diffusion in a reflected brownian medium

Hiroshi Tanaka

Séminaire de probabilités de Strasbourg (1987)

  • Volume: 21, page 246-261

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Tanaka, Hiroshi. "Limit distribution for 1-dimensional diffusion in a reflected brownian medium." Séminaire de probabilités de Strasbourg 21 (1987): 246-261. <http://eudml.org/doc/113596>.

@article{Tanaka1987,
author = {Tanaka, Hiroshi},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {reflecting Brownian motions; self-similar random environments; random walks in random environments},
language = {fre},
pages = {246-261},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Limit distribution for 1-dimensional diffusion in a reflected brownian medium},
url = {http://eudml.org/doc/113596},
volume = {21},
year = {1987},
}

TY - JOUR
AU - Tanaka, Hiroshi
TI - Limit distribution for 1-dimensional diffusion in a reflected brownian medium
JO - Séminaire de probabilités de Strasbourg
PY - 1987
PB - Springer - Lecture Notes in Mathematics
VL - 21
SP - 246
EP - 261
LA - fre
KW - reflecting Brownian motions; self-similar random environments; random walks in random environments
UR - http://eudml.org/doc/113596
ER -

References

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  1. [1] T. Brox, A one-dimensional diffusion process in a Wiener medium, to appear in Ann. Probab. Zbl0608.60072MR866343
  2. [2] A.O. Golosov, The limit distributions for random walks in random environments, Soviet Math. Dokl., 28(1983), 18-22. MR712545
  3. [3] N. Ikeda and S. Watanabe, Stochastic Differential Equations and Diffusion Processes, North-Holland, 1981. Zbl0495.60005MR637061
  4. [4] K. Itô and H.P. McKean, Diffusion Processes and Their Sample Paths, Springer-Verlag, 1965. Zbl0127.09503
  5. [5] K. Kawazu, Y. Tamura and H. Tanaka, One-dimensional diffusions and random walks in random environments, in preparation. Zbl0637.60091
  6. [6] H. Kesten, The limit distribution of Sinai's random walk in random environment, to appear in Physica. Zbl0666.60065MR865247
  7. [7] S. Schumacher, Diffusions with random coefficients, Contemporary Math. (Particle Systems, Random Media and Large Deviations, ed. by R. Durrett), 41(1985), 351-356. Zbl0572.60053MR814724
  8. [8] Y.G. Sinai, The limiting behavior of a one-dimensional random walk in a random medium, Theory of Probab. and its Appl.27(1982), 256-268. Zbl0505.60086MR657919
  9. [9] H. Tanaka, Limit distributions for one-dimensional diffusion processes in self-similar random environments, to appear in the Proc. of the workshop on Hydrodynamic behavior and interacting particle systems and applications held at IMA, University of Minnesota, March 1986. Zbl0653.60072MR914995

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