A density for the local time of the Brox diffusion

DOI10.1016/j.spl.2020.108791zbMath1460.60089arXiv1909.06290OpenAlexW3018144986MaRDI QIDQ2006734

Jonathan Gutierrez-Pavón, Carlos G. Pacheco-González

Publication date: 12 October 2020

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1909.06290

zbMATH Keywords

local timesRay-Knight theoremBrox diffusionfavorite points

Mathematics Subject Classification ID

Diffusion processes (60J60) Local time and additive functionals (60J55)

Related Items

The killed Brox diffusion, Quenched distributions for the maximum, minimum and local time of the Brox diffusion

Cites Work

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