paper

A coupling between random walks in random environments and Brox's diffusion

arXiv:2410.17776

Abstract

It is known that a properly rescaled version of Sinai's random walk converges in distribution to Brox's diffusion. In this article we quantify this convergence by considering a specific coupling between Sinai's walk and Brox's diffusion. Our method relies on convergence results for martingale problems considered in the rough path setting.

A coupling between random walks in random environments and Brox's diffusion · wovepaper