Almost sure behavior for the local time of a diffusion in a spectrally negative Lévy environment

DOI10.1007/s10959-022-01191-zzbMath1528.60107arXiv1703.08035MaRDI QIDQ6103740

Grégoire Véchambre

Publication date: 5 June 2023

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1703.08035

zbMATH Keywords

diffusionlocal timerandom potentialLévy processrenewal processexponential functionalLévy process conditioned to stay positive

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Processes in random environments (60K37) Local time and additive functionals (60J55)

Related Items (1)

Exponential functionals of spectrally one-sided Lévy processes conditioned to stay positive

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Persistence of some additive functionals of Sinai's walk
• On the estimation of the potential of Sinai's RWRE
• Estimates on the speedup and slowdown for a diffusion in a drifted Brownian potential
• Limit law of the local time for Brox's diffusion
• Almost sure asymptotics for the local time of a diffusion in Brownian environment
• On the concentration of Sinai's walk
• One-dimensional diffusion in an asymmetric random environment
• Valleys and the maximum local time for random walk in random environment
• Limiting behavior of a diffusion in an asymptotically stable environment
• Annealed tail estimates for a Brownian motion in a drifted Brownian potential
• Upper limits of Sinai's walk in random scenery
• The infinite valley for a recurrent random walk in random environment
• The upper envelope of positive self-similar Markov Processes
• A one-dimensional diffusion process in a Wiener medium
• The local time of simple random walk in random environment
• Recurrence of a diffusion process in a multidimensional Brownian environment
• Zero white noise limit through Dirichlet forms, with application to diffusions in a random medium
• 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
• Many visits to a single site by a transient random walk in random environment.
• Moderate deviations for diffusions with Brownian potentials
• A local time curiosity in random environment
• Large deviations for a Brownian motion in a drifted Brownian potential
• Limit theorems for diffusions with a random potential
• Limit theorems for a Brownian motion with drift in a white noise environment
• Exponential functionals of spectrally one-sided Lévy processes conditioned to stay positive
• Almost sure estimates for the concentration neighborhood of Sinai's walk
• Maximum likelihood estimator consistency for a ballistic random walk in a parametric random environment
• Rates of convergence of a transient diffusion in a spectrally negative Lévy potential
• Localization and number of visited valleys for a transient diffusion in random environment
• A slow transient diffusion in a drifted stable potential
• Renewal structure and local time for diffusions in random environment
• Local time of a diffusion in a stable Lévy environment
• Aging and quenched localization for one-dimensional random walks in random environment in the sub-ballistic regime
• Rates of convergence of diffusions with drifted Brownian potentials
• Path decomposition of a spectrally negative L\'evy process, and local time of a diffusion in this environment
• ON A FLUCTUATION IDENTITY FOR RANDOM WALKS AND LÉVY PROCESSES
• The Maximum of the Local Time of a Diffusion Process in a Drifted Brownian Potential

This page was built for publication: Almost sure behavior for the local time of a diffusion in a spectrally negative Lévy environment