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

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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 languageEnglish
JournalStochastic Analysis and Applications
DOIs
Publication statusAccepted/In press - 2020

Keywords

  • diffusion process
  • Random environment
  • self-similar process

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty
  • Applied Mathematics

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