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

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.
Year of publication:
2004
Authors: Takahashi, Hiroshi
Published in:
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 69.2004, 2, p. 171-174
Publisher: Elsevier
Keywords: Brox's diffusion process in random environment Reflected Brownian environment
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10005254685
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