A density for the local time of the Brox diffusion

DOI10.1016/J.SPL.2020.108791MaRDI QIDQ2006734zbMATH OpenOpenAlexFDO

Authors Jonathan Gutierrez-Pavón, Carlos Gabriel Pacheco

Publication date 12 October 2020

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1909.06290

zbMATH Keywords

local timesRay-Knight theoremBrox diffusionfavorite points

Mathematics Subject Classification ID

Diffusion processes (60J60) Local time and additive functionals (60J55)

Abstract: We give explictly the probability density of the local time of the Brox diffusion at first passage times. Such formula is used to find the moments and to related the minima and maxima of the environment to the most and least visted points of the diffusion.

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Cites work

• scientific article; zbMATH DE number 1245556 (Why is no real title available?)
• A one-dimensional diffusion process in a Wiener medium
• Localization of favorite points for diffusion in a random environment
• Random walk in random and non-random environments

Cited in

(7)

• Probability density function of the local score position
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• Quenched distributions for the maximum, minimum and local time of the Brox diffusion
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• Excursions of the Brox diffusion
• Short-time asymptotic behavior of the Brox diffusion
• The killed Brox diffusion

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