Almost sure asymptotics for the local time of a diffusion in Brownian environment
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Publication:719377
DOI10.1016/j.spa.2011.06.002zbMath1226.60106arXiv1003.0661MaRDI QIDQ719377
Publication date: 10 October 2011
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1003.0661
60J25: Continuous-time Markov processes on general state spaces
60F15: Strong limit theorems
60J60: Diffusion processes
60J55: Local time and additive functionals
Related Items
The Maximum of the Local Time of a Diffusion Process in a Drifted Brownian Potential, Almost sure behavior for the local time of a diffusion in a spectrally negative Lévy environment, Rough paths and 1d SDE with a time dependent distributional drift: application to polymers, Stochastic differential equation for Brox diffusion, Invariant distributions and scaling limits for some diffusions in time-varying random environments
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