Estimates on the speedup and slowdown for a diffusion in a drifted Brownian potential (Q633133)

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Estimates on the speedup and slowdown for a diffusion in a drifted Brownian potential
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    Estimates on the speedup and slowdown for a diffusion in a drifted Brownian potential (English)
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    31 March 2011
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    The author considers a model of diffusion in a Brownian potential first studied by \textit{T. Brox} [Ann. Probab. 14, 1206--1218 (1986; Zbl 0608.60072)] as a continuous time analogue of a random walk in random environment. He estimates the deviations of this process above or under its typical behavior. The tools employed are a time-change representation due to \textit{Y. Hu, Z. Shi} and \textit{M. Yor} [Trans. Am. Math. Soc. 351, No. 10, 3915--3934 (1999; Zbl 0932.60083)], Kotani's lemma first proved by \textit{K. Kawazu} and \textit{H. Tanaka} [J. Math. Soc. Japon 49, No. 2, 189--211 (1997; Zbl 0914.60058)], and a decomposition of hitting times due to \textit{A. Fribergh, N. Gantert} and \textit{S. Popov} [Probab. Theory Relat. Fields 147, No.~1--2, 43--88 (2010; Zbl 1193.60122)].
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    diffusion in a random potential
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    random walk in random environment
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    stochastic calculus
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    moderate deviations
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    Brownian motion
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