Almost sure asymptotics for the maximum local time in Brownian environment
classification
🧮 math.PR
keywords
maximumbrowniancasediscreteenvironmentlocalratespeed
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We study the asymptotic behaviour of the maximum local time L*(t) of the Brox's process, the diffusion in Brownian environment. Shi proved that the maximum speed of L*(t) is surprisingly, at least t log(log(log t)) whereas in the discrete case it is t. We show here that t log(log(log t)) is the proper rate and we prove that for the minimum speed the rate is the same as in the discrete case namely t/log(log(log t)).
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