Diffusion Processes in Random Environments

Hiroshi Tanaka
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Hiroshi Tanaka: Faculty of Science and Technology Keio University, Department of Mathematics

A chapter in Proceedings of the International Congress of Mathematicians, 1995, pp 1047-1054 from Springer

Abstract: Abstract Problems concerning limiting behavior of random processes in random environments have been discussed mostly in the framework of random walks (e.g., see [1], [4], [6], [15], [17], [23], [24]). Most of the problems, naturally, can also be treated in the framework of diffusion processes. We give here a survey of some recent results concerning diffusion processes in random environments, mainly of one dimension, with emphasis on the following two examples of problems. The use of methods and results in theory of diffusion processes makes our argument transparent.

Date: 1995
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DOI: 10.1007/978-3-0348-9078-6_97

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