Abstract
A one-dimensional diffusion process with a Brownian potential including a zero potential part is studied. The maximum process and the minimum process of the diffusion process are also investigated.
Original language | English |
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Pages (from-to) | 249-272 |
Number of pages | 24 |
Journal | Tokyo Journal of Mathematics |
Volume | 38 |
Issue number | 1 |
DOIs | |
Publication status | Published - 2015 Jun 1 |
Keywords
- Diffusion process
- Random environment
ASJC Scopus subject areas
- Mathematics(all)