Rates of convergence of a transient diffusion in a spectrally negative Lévy potential

DOI10.1214/009117907000000123zbMath1130.60084arXivmath/0606411OpenAlexW3100823986MaRDI QIDQ2468428

Arvind Singh

Publication date: 22 January 2008

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0606411

zbMATH Keywords

rates of convergencegeneralized Ornstein-Uhlenbeck processdiffusion with random potentialLévy process with no positive jumps

Mathematics Subject Classification ID

Diffusion processes (60J60)

Related Items (6)

Limit laws for transient random walks in random environment on \(\mathbb Z\) ⋮ Almost sure behavior for the local time of a diffusion in a spectrally negative Lévy environment ⋮ Limit law of the local time for Brox's diffusion ⋮ Local time of a diffusion in a stable Lévy environment ⋮ Exponential functionals of spectrally one-sided Lévy processes conditioned to stay positive ⋮ The Maximum of the Local Time of a Diffusion Process in a Drifted Brownian Potential

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