Title of article :
Limit theorems for a Brownian motion with drift in a white noise environment
Author/Authors :
Hiroshi Tanaka ، نويسنده ,
Issue Information :
ماهنامه با شماره پیاپی سال 1997
Abstract :
This paper discusses limit theorems for a diffusion analogue of Kesten-Kozlov-Spitzerʹs 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 Kreinʹs spectral theory for one-dimensional generalized second-order differential operators of the form d/dMd/dx.
Journal title :
Chaos, Solitons and Fractals
Journal title :
Chaos, Solitons and Fractals