Some remarks and examples concerning the transience and recurrence of random diffusions

Ross Pinsky; Michael Scheutzow

Annales de l'I.H.P. Probabilités et statistiques (1992)

  • Volume: 28, Issue: 4, page 519-536
  • ISSN: 0246-0203

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Pinsky, Ross, and Scheutzow, Michael. "Some remarks and examples concerning the transience and recurrence of random diffusions." Annales de l'I.H.P. Probabilités et statistiques 28.4 (1992): 519-536. <http://eudml.org/doc/77443>.

@article{Pinsky1992,
author = {Pinsky, Ross, Scheutzow, Michael},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {ergodicity; diffusion processes in random environment; random diffusion; positive recurrent; reversible case},
language = {eng},
number = {4},
pages = {519-536},
publisher = {Gauthier-Villars},
title = {Some remarks and examples concerning the transience and recurrence of random diffusions},
url = {http://eudml.org/doc/77443},
volume = {28},
year = {1992},
}

TY - JOUR
AU - Pinsky, Ross
AU - Scheutzow, Michael
TI - Some remarks and examples concerning the transience and recurrence of random diffusions
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1992
PB - Gauthier-Villars
VL - 28
IS - 4
SP - 519
EP - 536
LA - eng
KW - ergodicity; diffusion processes in random environment; random diffusion; positive recurrent; reversible case
UR - http://eudml.org/doc/77443
ER -

References

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  1. [1] M.I. Freidlin, Functional Integration and Partial Differential Equations, Princeton University Press, Princeton, 1985. Zbl0568.60057MR833742
  2. [2] A. Friedman, Stochastic Differential Equations, Vol. 1, 1975, Academic Press. Zbl0323.60056
  3. [3] K. Ichihara, Some Global Properties of Symmetric Diffusion Processes, Publ. RIMS Kyoto Univ., Vol. 14, 1978, pp. 441-486. Zbl0397.60062MR509198
  4. [4] R.Z. Khasminkii, Ergodic Properties of Recurrent Diffusion Processes and Stabilization of the Solution of the Cauchy Problem for Parabolic Equations, Proc. Theory and Appl., Vol. 5, 1960, pp. 179-196. Zbl0106.12001MR133871
  5. [5] R.Z. Khasminskii, On the Averaging Principle for Stochastic Differential Equations, Kybernetika, Academia, Praha, Vol. 4, 1968, pp. 260-279 (Russian). Zbl0231.60045MR260052
  6. [6] M.A. Pinsky and R.G. Pinsky, Transience and Recurrence for Diffusions in Random Temporal Environments, Annals of Probability (to appear). Zbl0773.60076
  7. [7] R.G. Pinsky, Transience and Recurrence for Multidimensional Diffusions: A Survey and a Recent Result, Contemporary Mathematics-AMS, Vol. 73, 1988, pp. 273-285. Zbl0664.60076MR954645
  8. [8] D.W. Stroock and S.R.S. Varadhan, Multidimensional Diffusion Processes, Springer-Verlag, N.Y., 1979. Zbl0426.60069MR532498
  9. [9] S.R.S. Varadhan, Diffusion Problems and Partial Differential Equations, Tara Institute, Bombay, 1980. Zbl0489.35002

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