Limit theorems for one-dimensional diffusions and random walks in random environments

Kiyoshi Kawazu, Yozo Tamura, Hiroshi Tanaka

Research output: Contribution to journalArticle

20 Citations (Scopus)

Abstract

The limiting behavior of one-dimensional diffusion process in an asymptotically self-similar random environment is investigated through the extension of Brox's method. Similar problems are then discussed for a random walk in a random environment with the aid of optional sampling from a diffusion model; an extension of the result of Sinai is given in the case of asymptotically self-similar random environments.

Original languageEnglish
Pages (from-to)501-541
Number of pages41
JournalProbability Theory and Related Fields
Volume80
Issue number4
DOIs
Publication statusPublished - 1989 Feb 1

ASJC Scopus subject areas

  • Analysis
  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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