Occupation time theorems for one-dimensional random walks and diffusion processes in random environments

DOI10.1016/J.SPA.2008.02.005zbMath1161.60025OpenAlexW2071365545MaRDI QIDQ1004396

Yuji Kasahara, Shinzo Watanabe

Publication date: 10 March 2009

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2241/102008

zbMATH Keywords

functional limit theoremrandom environmentsoccupation timesarc-sine lawBrox modelFeller generatorLamperti laws

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Diffusion processes (60J60) Stable stochastic processes (60G52) Local time and additive functionals (60J55)

Related Items (2)

The killed Brox diffusion ⋮ A limit theorem for occupation times of Lamperti's stochastic processes

Cites Work

• A diffusion process with a random potential consisting of two self-similar processes with different indices
• A one-dimensional diffusion process in a Wiener medium
• The local time of simple random walk in random environment
• A ratio ergodic theorem for Brownian additive functionals with infinite mean
• Brownian representation of a class of Lévy processes and its application to occupation times of diffusion processes
• Occupation time theorems for a class of one-dimensional diffusion processes
• Weak convergence of probability measures and random functions in the function space D[0,∞)
• On the Distribution of First Hits for the Symmetric Stable Processes
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