Abstract
We discuss limiting behaviors of multi-dimensional diffusion processes in new types of random environments. The environments we treat are: (1) d independent non-negative-reflected Brownian environments and (2) d independent non-positive-reflected Brownian environments. Their behaviors are quite different from those of d-dimensional Brownian motion.
| Original language | English |
|---|---|
| Pages (from-to) | 171-174 |
| Number of pages | 4 |
| Journal | Statistics and Probability Letters |
| Volume | 69 |
| Issue number | 2 |
| DOIs | |
| Publication status | Published - 2004 Aug 15 |
Keywords
- Brox's diffusion process in random environment
- Reflected Brownian environment
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty