A diffusion process with a brownian potential including a zero potential part

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3 Citations (Scopus)

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 languageEnglish
Pages (from-to)249-272
Number of pages24
JournalTokyo Journal of Mathematics
Volume38
Issue number1
DOIs
Publication statusPublished - 2015 Jun 1

Keywords

  • Diffusion process
  • Random environment

ASJC Scopus subject areas

  • Mathematics(all)

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