Renewal structure and local time for diffusions in random environment
classification
🧮 math.PR
keywords
localtimebehaviorkapparenewalstructuretextlessanalysis
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We study a one-dimensional diffusion $X$ in a drifted Brownian potential $W\_\kappa$, with $ 0\textless{}\kappa\textless{}1$, and focus on the behavior of the local times $(\mathcal{L}(t,x),x)$ of $X$ before time $t\textgreater{}0$.In particular we characterize the limit law of the supremum of the local time, as well as the position of the favorite sites. These limits can be written explicitly from a two dimensional stable L{\'e}vy process. Our analysis is based on the study of an extension of the renewal structure which is deeply involved in the asymptotic behavior of $X$.
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