Short-time asymptotic behavior of the Brox diffusion

被引：0
|
作者：
Fukasawa, Masaaki [1 ]
Iida, Kota [1 ]
机构：
[1] Osaka Univ, Osaka, Japan
来源：
ELECTRONIC COMMUNICATIONS IN PROBABILITY | 2024年 / 29卷
关键词：
Brox diffusion; random media; asymptotic behavior; fractional Brownian motion;
D O I：
10.1214/24-ECP623
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We study the short-time asymptotic behavior of the Brox diffusion. While the first order limit is a Brownian motion as in the standard diffusion cases, we show that the higher order terms have different convergence rates and limit processes that reflect the irregularity of the Brox diffusion.
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页数：12
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