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.
- Brox's diffusion process in random environment
- Reflected Brownian environment
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty