Recurrence and transience of multi-dimensional diffusion processes in reflected Brownian environments
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.
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Volume (Year): 69 (2004)
Issue (Month): 2 (August)
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