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SOME LIMIT THEOREMS RELATED TO MULTI-DIMENSIONAL DIFFUSIONS IN A RANDOM ENVIRONMENT

  • Kim, Dae-Hong (DEPARTMENT OF MATHEMATICS AND ENGINEERING FACULTY OF ENGINEERING KUMAMOTO UNIVERSITY)
  • Received : 2009.05.11
  • Accepted : 2009.10.13
  • Published : 2011.01.01

Abstract

In this paper, we consider a multi-dimensional diffusion process in a self-similar random environment and prove a limit theorem for the shape of the full trajectory of the diffusion by using the localization phenomenon.

Keywords

Dirichlet forms;random environment;set valued diffusion processes;subdiffusivity

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Cited by

  1. Recurrence of the Brownian Motion in Multidimensional Semi-selfsimilar Environments and Gaussian Environments vol.43, pp.4, 2015, https://doi.org/10.1007/s11118-015-9492-3