Mathematics – Probability
Scientific paper
2006-06-28
Annals of Probability 2007, Vol. 35, No. 6, 2356-2384
Mathematics
Probability
Published in at http://dx.doi.org/10.1214/009117907000000024 the Annals of Probability (http://www.imstat.org/aop/) by the Ins
Scientific paper
10.1214/009117907000000024
We give the ``quenched'' scaling limit of Bouchaud's trap model in ${d\ge
2}$. This scaling limit is the fractional-kinetics process, that is the time
change of a $d$-dimensional Brownian motion by the inverse of an independent
$\alpha$-stable subordinator.
Arous Gerard Ben
Cerny Jiri
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