The Maximum of the Local Time of a Diffusion Process in a Drifted Brownian Potential

DOI10.1007/978-3-319-44465-9_5zbMath1367.60098arXivmath/0604078OpenAlexW1613346162MaRDI QIDQ5270097

Alexis Devulder

Publication date: 22 June 2017

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0604078

zbMATH Keywords

diffusion processconvergence in lawlocal timelaw of iterated logarithmBrownian potential

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Brownian motion (60J65) Diffusion processes (60J60) Processes in random environments (60K37) Local time and additive functionals (60J55)

Related Items (3)

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

Cites Work

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