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

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대한수학회 (The Korean Mathematical Society)|2011.01|대한수학회지 (Journal of the KMS)|제48권 제1호|pp. 147-158

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참고문헌

키워드

Dirichlet formsrandom environmentset valued diffusion pro-cessessubdiffusivity
주제분류수학

초록

In this paper, we consider a multi-dimensional diffusion pro-cess 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.

Abstract

In this paper, we consider a multi-dimensional diffusion pro-cess 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.

참고문헌 (13)

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