Journal of the
Korean Mathematical Society
JKMS

ISSN(Print) 0304-9914 ISSN(Online) 2234-3008

Article

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J. Korean Math. Soc. 2011; 48(1): 147-158

Printed January 1, 2011

https://doi.org/10.4134/JKMS.2011.48.1.147

Copyright © The Korean Mathematical Society.

Some limit theorems related to multi-dimensional diffusions in a random environment

Daehong Kim

Kumamoto University

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: Dirichlet forms, random environment, set valued diffusion processes, subdiffusivity

MSC numbers: Primary 60K37, 31C25, 60J60