Rates of convergence of diffusions with drifted Brownian potentials
From MaRDI portal
Publication:4257567
DOI10.1090/S0002-9947-99-02421-6zbMath0932.60083OpenAlexW1804532894MaRDI QIDQ4257567
Marc Yor, Zhan Shi, Yue Yun Hu
Publication date: 31 August 1999
Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/s0002-9947-99-02421-6
Related Items
On path-dependent SDEs involving distributional drifts ⋮ Scaling limit theorem for transient random walk in random environment ⋮ Limit laws for transient random walks in random environment on \(\mathbb Z\) ⋮ A slow transient diffusion in a drifted stable potential ⋮ Random walks and polymers in the presence of quenched disorder ⋮ Annealed tail estimates for a Brownian motion in a drifted Brownian potential ⋮ Almost sure behavior for the local time of a diffusion in a spectrally negative Lévy environment ⋮ Estimates on the speedup and slowdown for a diffusion in a drifted Brownian potential ⋮ Limit law of the local time for Brox's diffusion ⋮ Invariant distributions and scaling limits for some diffusions in time-varying random environments ⋮ Rates of convergence of a transient diffusion in a spectrally negative Lévy potential ⋮ Local time of a diffusion in a stable Lévy environment ⋮ Moderate deviations for diffusions with Brownian potentials ⋮ The Maximum of the Local Time of a Diffusion Process in a Drifted Brownian Potential
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Tail estimates for one-dimensional random walk in random environment
- Simple random walk on the line in random environment
- A one-dimensional diffusion process in a Wiener medium
- Stability and instability of local time of random walk in random environment
- Quenched sub-exponential tail estimates for one-dimensional random walk in random environment
- Lyapunov functions for random walks and strings in random environment
- The limits of Sinai's simple random walk in random environment
- Large deviations for a random walk in random environment
- The mean velocity of a Brownian motion in a random Lévy potential
- A diffusion process in a Brownian environment with drift
- Invariance principle for a Brownian motion with large drift in a white noise environment
- Limit theorems for a Brownian motion with drift in a white noise environment
- Sojourn times of diffusion processes
- A Hölder condition for Brownian local time
- Sur certaines fonctionnelles exponentielles du mouvement brownien réel
- Asymptotic behaviour for random walks in random environments
- Random walks in a random environment