Occupation time theorems for one-dimensional random walks and diffusion processes in random environments

DOI10.1016/J.SPA.2008.02.005zbMATH Open1161.60025OpenAlexW2071365545MaRDI QIDQ1004396FDOQ1004396

Authors: Yuji Kasahara, Shinzo Watanabe 

Publication date: 10 March 2009

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2241/102008

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zbMATH Keywords

occupation timesfunctional limit theoremrandom environmentsarc-sine lawBrox modelFeller generatorLamperti laws

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Diffusion processes (60J60) Stable stochastic processes (60G52) Local time and additive functionals (60J55)

Cites Work

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• On the Distribution of First Hits for the Symmetric Stable Processes
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• Brownian representation of a class of Lévy processes and its application to occupation times of diffusion processes
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• Occupation time theorems for a class of one-dimensional diffusion processes
• A diffusion process with a random potential consisting of two self-similar processes with different indices
• A ratio ergodic theorem for Brownian additive functionals with infinite mean

Cited In (5)

• Mean occupation times of continuous one-dimensional Markov processes
• The killed Brox diffusion
• On the occupation time on the half line of pinned diffusion processes
• Statistics of the occupation time for a random walk in the presence of a moving boundary
• A limit theorem for occupation times of Lamperti's stochastic processes

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