One-dimensional diffusion processes in semi-selfsimilar random environments

Home

Journal of Mathematical Sciences
- Vol. 31 (2024)
  No.1
- Vol. 30 (2023)
  No.1-No.2-No.3
- Vol. 29 (2022)
  No.1-No.2-No.3
- Vol. 28 (2021)
  No.1-No.2-No.3-No.4
- Vol. 27 (2020)
  No.1
- Vol. 26 (2019)
  No.1-No.2-No.3
- Vol. 25 (2018)
  No.1-No.2
- Vol. 24 (2017)
  No.1-No.2-No.3
- Vol. 23 (2016)
  No.1-No.2-No.3-No.4
- Vol. 22 (2015)
  No.1-No.2-No.3-No.4
- Vol. 21 (2014)
  No.1-No.2
- Vol. 20 (2013)
  No.1-No.2-No.3-No.4
- Vol. 19 (2012)
  No.1-No.2-No.3-No.4
- Vol. 18 (2011)
  No.1-No.2-No.3-No.4
- Vol. 17 (2010)
  No.1-No.2-No.3-No.4
- Vol. 16 (2009)
  No.1-No.2-No.3-No.4
- Vol. 15 (2008)
  No.1-No.2-No.3-No.4
- Vol. 14 (2007)
  No.1-No.2-No.3-No.4
- Vol. 13 (2006)
  No.1-No.2-No.3-No.4
- Vol. 12 (2005)
  No.1-No.2-No.3-No.4
- Vol. 11 (2004)
  No.1-No.2-No.3-No.4
- Vol. 10 (2003)
  No.1-No.2-No.3-No.4
- Vol. 9 (2002)
  No.1-No.2-No.3-No.4
- Vol. 8 (2001)
  No.1-No.2-No.3-No.4
- Vol. 7 (2000)
  No.1-No.2-No.3-No.4
- Vol. 6 (1999)
  No.1-No.2-No.3-No.4
- Vol. 5 (1998)
  No.1-No.2-No.3-No.4
- Vol. 4 (1997)
  No.1-No.2-No.3
- Vol. 3 (1996)
  No.1-No.2-No.3
- Vol. 2 (1995)
  No.1-No.2-No.3
- Vol. 1 (1994)
  No.1-No.2-No.3

J. Math. Sci. Univ. Tokyo
Vol. 11 (2004), No. 1, Page 49--64.

TAKAHASHI, Hiroshi
One-dimensional diffusion processes in semi-selfsimilar random environments
[Full Article (PDF)] [MathSciNet Review (HTML)] [MathSciNet Review (PDF)]

Abstract:
The limiting behavior of a one-dimensional diffusion process in a semi-selfsimilar random environment is studied. It is shown that the distribution of a suitably scaled diffusion process converges along a subsequence. This is an extension of the result of Kawazu, Tamura and Tanaka (1988) in the case of selfsimilar environments.

Mathematics Subject Classification (1991): Primary 60J60; Secondary 60G18

Mathematical Reviews Number: MR2044911

Received: 2003-11-12

Page Top

3-8-1 Komaba Meguro-ku Tokyo 153-8914 Japan TEL: +81-3-5465-7001 FAX: +81-3-5465-7011