Limit distribution for 1-dimensional diffusion in a reflected brownian medium
Séminaire de probabilités de Strasbourg (1987)
- Volume: 21, page 246-261
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topTanaka, 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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- [3] N. Ikeda and S. Watanabe, Stochastic Differential Equations and Diffusion Processes, North-Holland, 1981. Zbl0495.60005MR637061
- [4] K. Itô and H.P. McKean, Diffusion Processes and Their Sample Paths, Springer-Verlag, 1965. Zbl0127.09503
- [5] K. Kawazu, Y. Tamura and H. Tanaka, One-dimensional diffusions and random walks in random environments, in preparation. Zbl0637.60091
- [6] H. Kesten, The limit distribution of Sinai's random walk in random environment, to appear in Physica. Zbl0666.60065MR865247
- [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] 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] 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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