Recurrence and transience of multi-dimensional diffusion processes in reflected Brownian environments

Hiroshi Takahashi

Statistics & Probability Letters, 2004, vol. 69, issue 2, 171-174

Abstract: We discuss limiting behaviors of multi-dimensional diffusion processes in new types of random environments. The environments we treat are: (1) d independent non-negative-reflected Brownian environments and (2) d independent non-positive-reflected Brownian environments. Their behaviors are quite different from those of d-dimensional Brownian motion.

Keywords: Brox's; diffusion; process; in; random; environment; Reflected; Brownian; environment (search for similar items in EconPapers)
Date: 2004
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