Journal of the Korean Mathematical Society (대한수학회지)

Korean Mathematical Society (대한수학회)
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SOME LIMIT THEOREMS RELATED TO MULTI-DIMENSIONAL DIFFUSIONS IN A RANDOM ENVIRONMENT

  • Kim, Dae-Hong (DEPARTMENT OF MATHEMATICS AND ENGINEERING FACULTY OF ENGINEERING KUMAMOTO UNIVERSITY)
  • Received : 2009.05.11
  • Accepted : 2009.10.13
  • Published : 2011.01.01
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Abstract

In this paper, we consider a multi-dimensional diffusion process in a self-similar random environment and prove a limit theorem for the shape of the full trajectory of the diffusion by using the localization phenomenon.

Keywords

References

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