Recurrence and transience of multi-dimensional diffusion processes in reflected Brownian environments

Hiroshi Takahashi

doi:10.1016/j.spl.2004.06.022

Recurrence and transience of multi-dimensional diffusion processes in reflected Brownian environments

Hiroshi Takahashi

Faculty of Business and Commerce

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

3 Citations (Scopus)

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	https://doi.org/10.1016/j.spl.2004.06.022
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

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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.",

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