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One-dimensional diffusions and random walks in random environments

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Probability Theory and Mathematical Statistics

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 1299))

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References

  1. Th. Brox: A one-dimensional diffusion process in a Wiener medium, Ann Probab. 14 (1986), 1206–1218.

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  2. A. O. Golosov: The limit distribution for random walks in random environments, Soviet Math. Dokl. 28 (1983), 18–22.

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  3. K. Itô and H. P. McKean: Diffusion Processes and Their Sample Paths, Springer-Verlag (1965).

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  4. H. Kesten: The limit distribution of Sinai's random walk in random environment, to appear in Physica.

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  5. S. Schumacher: Diffusions with random coefficients, Contemporary Math. (Particle Systems, Random Media and Large Deviations, ed. by R. Durrett) 41 (1985), 351–356.

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  6. Y. G. Sinai: The limiting behavior of a one-dimensional random walk in a random medium, Theory of Probab. and its Appl. 27 (1982) 256–268.

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  7. H. Tanaka: Limit distributions for one dimensional diffusion processes in self-similar random environments, to appear in the IMA March (1986) Workshop Proceedings Volume, Springer-Verlag.

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  8. H. Tanaka: Limit distribution for 1-dimensional diffusion in a reflected Brownian medium, to appear in Séminaire de Probabilités.

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Author information

Authors and Affiliations

  1. Department of Mathematics Faculty of Education, Yamaguchi University, 753, Yamaguchi, Japan

    K. Kawazu

  2. Department of Mathematics Faculty of Science and Technology, Keio University, 223, Yokohama, Japan

    Y. Tamura & H. Tanaka

Authors
  1. K. Kawazu
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  2. Y. Tamura
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  3. H. Tanaka
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Shinzo Watanabe Jurii Vasilievich Prokhorov

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© 1988 Springer-Verlag

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Kawazu, K., Tamura, Y., Tanaka, H. (1988). One-dimensional diffusions and random walks in random environments. In: Watanabe, S., Prokhorov, J.V. (eds) Probability Theory and Mathematical Statistics. Lecture Notes in Mathematics, vol 1299. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0078472

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  • DOI: https://doi.org/10.1007/BFb0078472

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-18814-8

  • Online ISBN: 978-3-540-48187-4

  • eBook Packages: Springer Book Archive

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