A diffusion process with a self-similar random potential with two exponents, III. Issue 3 (4th May 2021)

• Record Type: Journal Article
• Authors: Suzuki, Yuki
• Is Part Of: Stochastic analysis and applications. Volume 39:Issue 3(2021)
• Page Start: 405
• Page End: 433
• Publication Date: 2021-05-04
• Subjects: Random environment -- diffusion process -- self-similar process; 60J60 -- 60K37; Stochastic analysis -- Periodicals; 519.2205
• DOI: 10.1080/07362994.2020.1803754
• Languages: English
• ISSNs: 0736-2994

Abstract

Abstract: We consider a new class of one-dimensional diffusion processes with self-similar random potentials. The self-similar random potential has different exponents to the left and the right hand sides of the origin. We show that, because of the difference between the two exponents, the long-time behaviors of our process on the left and the right hand sides of the origin are quite different from each other.