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Limit theorems for diffusions with a random potential

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  • Mathieu, Pierre

Abstract

We study the long-time asymptotics of a multi-dimensional diffusion with a random potential satisfying a scaling property. We prove a subdiffusivity property.

Suggested Citation

  • Mathieu, Pierre, 1995. "Limit theorems for diffusions with a random potential," Stochastic Processes and their Applications, Elsevier, vol. 60(1), pages 103-111, November.
    • Handle: RePEc:eee:spapps:v:60:y:1995:i:1:p:103-111
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    Cited by:

    1. Grégoire Véchambre, 2023. "Almost Sure Behavior for the Local Time of a Diffusion in a Spectrally Negative Lévy Environment," Journal of Theoretical Probability, Springer, vol. 36(2), pages 876-925, June.
    2. Andreoletti, Pierre, 2006. "On the concentration of Sinai's walk," Stochastic Processes and their Applications, Elsevier, vol. 116(10), pages 1377-1408, October.
    3. Hu, Yueyun, 2000. "Tightness of localization and return time in random environment," Stochastic Processes and their Applications, Elsevier, vol. 86(1), pages 81-101, March.
    4. Mathieu, Pierre, 1998. "On random perturbations of dynamical systems and diffusions with a Brownian potential in dimension one," Stochastic Processes and their Applications, Elsevier, vol. 77(1), pages 53-67, September.

    More about this item

    Keywords

    Subdiffusivity Random media;

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