A diffusion process with a self-similar random potential with two exponents, III

Yuki Suzuki

doi:10.1080/07362994.2020.1803754

A diffusion process with a self-similar random potential with two exponents, III

Yuki Suzuki

School of Medicine

Research output: Contribution to journal › Article › peer-review

Abstract

We consider a new class of one-dimensional diffusion processes with self-similar random potentials. The self-similar random potential has different exponents to the left and the right hand sides of the origin. We show that, because of the difference between the two exponents, the long-time behaviors of our process on the left and the right hand sides of the origin are quite different from each other.

Original language	English
Pages (from-to)	405-433
Number of pages	29
Journal	Stochastic Analysis and Applications
Volume	39
Issue number	3
DOIs	https://doi.org/10.1080/07362994.2020.1803754
Publication status	Published - 2021

Keywords

Random environment
diffusion process
self-similar process

ASJC Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty
Applied Mathematics

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10.1080/07362994.2020.1803754

Cite this

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A diffusion process with a self-similar random potential with two exponents, III

Abstract

Keywords

ASJC Scopus subject areas

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