Quenched and annealed heat kernel estimates for Brox's diffusion
Xin Chen, Jian Wang
公開日: 2025/9/10
Abstract
Brox's diffusion is a typical one-dimensional singular diffusion, which was introduced by Brox (1986) as a continuous analogue of Sinai's random walk. In this paper, we will establish quenched heat kernel estimates for short time and annealed heat kernel estimates for large time of Brox's diffusion. The proofs are based on Brox's construction via the scale-transformation and the time-change arguments as well as the theory of resistance forms for symmetric strongly recurrent Markov processes. We emphasize that, since the reference measure of Brox's diffusion does not satisfy the so-called volume doubling conditions neither for the small scale nor the large scale, the existing methods for heat kernel estimates of diffusions in ergodic media do not work, and new techniques will be introduced to establish both quenched and annealed heat kernel estimates of Brox's diffusions, which take into account different oscillation properties for one-dimensional Brownian motion in random environments.