Limit law of the local time for Brox's diffusion

DOI10.1007/s10959-010-0314-7zbMath1231.60079arXiv0809.2195OpenAlexW2146862425MaRDI QIDQ639335

Pierre Andreoletti, Roland Diel

Publication date: 20 September 2011

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

Full work available at URL: https://arxiv.org/abs/0809.2195

zbMATH Keywords

local timediffusion processes in Brownian potential

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Diffusion processes (60J60) Local time and additive functionals (60J55)

Related Items (8)

Stochastic differential equation for Brox diffusion ⋮ The killed Brox diffusion ⋮ Rough paths and 1d SDE with a time dependent distributional drift: application to polymers ⋮ Almost sure behavior for the local time of a diffusion in a spectrally negative Lévy environment ⋮ Local time of a diffusion in a stable Lévy environment ⋮ Almost sure asymptotics for the local time of a diffusion in Brownian environment ⋮ Total number of births on the negative half-line of the binary branching Brownian motion in the boundary case ⋮ The Maximum of the Local Time of a Diffusion Process in a Drifted Brownian Potential

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