کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1156128 958804 2009 26 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Occupation time theorems for one-dimensional random walks and diffusion processes in random environments
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Occupation time theorems for one-dimensional random walks and diffusion processes in random environments
چکیده انگلیسی

The long time asymptotics of the time spent on the positive side are discussed for one-dimensional diffusion processes in random environments. The limiting distributions under the log–log scale are obtained for the diffusion processes in the stable medium as well as for the Brox model. Similar problems are discussed for random walks in random environments and it is proved that the limiting laws are the same as in the case of diffusions.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 119, Issue 2, February 2009, Pages 347–372
نویسندگان
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