Limit theorems for diffusions with a random potential
Pierre Mathieu
Stochastic Processes and their Applications, 1995, vol. 60, issue 1, 103-111
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.
Keywords: Subdiffusivity; Random; media (search for similar items in EconPapers)
Date: 1995
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Citations: View citations in EconPapers (4)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:60:y:1995:i:1:p:103-111
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