One-dimensional diffusion processes in semi-selfsimilar random environments

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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

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