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Limit theorems for a Brownian motion with drift in a white noise environment

✍ Scribed by Hiroshi Tanaka

Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
539 KB
Volume
8
Category
Article
ISSN
0960-0779

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✦ Synopsis

This paper discusses limit theorems for a diffusion analogue of Kesten-Kozlov-Spitzer's random walk in a random environment. The results obtained are similar to theirs but can be presented in a more explicit form by the use of Krein's spectral theory for one-dimensional generalized second-order differential operators of the form d/dMd/dx.

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