Open Access
January, 1990 Diffusion in a Singular Random Environment
W. David Wick
Ann. Probab. 18(1): 50-67 (January, 1990). DOI: 10.1214/aop/1176990937
Abstract

A class of diffusions on the line is considered whose drifts are generalized functions (Schwartzian distributions). A probability measure is put on this space of drifts, giving a diffusion in a random environment. An invariance principle is then proven for the rescaled diffusion, generalizing a result of De Masi, Ferrari, Goldstein and the author.

Wick: Diffusion in a Singular Random Environment
Copyright © 1990 Institute of Mathematical Statistics
W. David Wick "Diffusion in a Singular Random Environment," The Annals of Probability 18(1), 50-67, (January, 1990). https://doi.org/10.1214/aop/1176990937
Published: January, 1990
Vol.18 • No. 1 • January, 1990
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