A One-Dimensional Diffusion Process in a Wiener Medium

Th. Brox

doi:10.1214/aop/1176992363

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Home > Journals > Ann. Probab. > Volume 14 > Issue 4 > Article

October, 1986 A One-Dimensional Diffusion Process in a Wiener Medium

Th. Brox

Ann. Probab. 14(4): 1206-1218 (October, 1986). DOI: 10.1214/aop/1176992363

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Abstract

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.

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Th. Brox. "A One-Dimensional Diffusion Process in a Wiener Medium." Ann. Probab. 14 (4) 1206 - 1218, October, 1986. https://doi.org/10.1214/aop/1176992363