Diffusion in a Singular Random Environment

W. David Wick

doi:10.1214/aop/1176990937

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Home > Journals > Ann. Probab. > Volume 18 > Issue 1 > Article

January, 1990 Diffusion in a Singular Random Environment

W. David Wick

Ann. Probab. 18(1): 50-67 (January, 1990). DOI: 10.1214/aop/1176990937

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Abstract

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.

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W. David Wick. "Diffusion in a Singular Random Environment." Ann. Probab. 18 (1) 50 - 67, January, 1990. https://doi.org/10.1214/aop/1176990937

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Published: January, 1990

First available in Project Euclid: 19 April 2007

zbMATH: 0701.60079

MathSciNet: MR1043936

Digital Object Identifier: 10.1214/aop/1176990937

Subjects:

Primary: 60J60

Secondary: 60F05

Keywords: Diffusion in a random environment , Dirichlet forms and symmetric Markov processes , invariance principle for diffusions , Singular stochastic differential equations

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