首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Limiting behavior of a diffusion in an asymptotically stable environment
Authors:Arvind Singh
Institution:Laboratoire de Probabilités et Modèles Aléatoires, Université Pierre et Marie Curie, 175, rue du Chevaleret, 75013 Paris, France
Abstract:Let V be a two sided random walk and let X denote a real valued diffusion process with generator View the MathML source. This process is the continuous equivalent of the one-dimensional random walk in random environment with potential V. Hu and Shi (1997) described the Lévy classes of X in the case where V behaves approximately like a Brownian motion. In this paper, based on some fine results on the fluctuations of random walks and stable processes, we obtain an accurate image of the almost sure limiting behavior of X when V behaves asymptotically like a stable process. These results also apply for the corresponding random walk in random environment.
Keywords:60K37  60J60  60G52  60F15
本文献已被 ScienceDirect 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号