Limit law of the local time for Brox's diffusion
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Publication:639335
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
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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