Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1156128 | Stochastic Processes and their Applications | 2009 | 26 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Yuji Kasahara, Shinzo Watanabe,