pith. sign in

arxiv: 1506.02895 · v5 · pith:TYFZ7EJGnew · submitted 2015-06-09 · 🧮 math.PR

Renewal structure and local time for diffusions in random environment

classification 🧮 math.PR
keywords localtimebehaviorkapparenewalstructuretextlessanalysis
0
0 comments X
read the original abstract

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 $X$.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.