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

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)

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• A diffusion process with a random potential consisting of two self-similar processes with different indices
• A one-dimensional diffusion process in a Wiener medium
• A ratio ergodic theorem for Brownian additive functionals with infinite mean
• Brownian representation of a class of Lévy processes and its application to occupation times of diffusion processes
• Occupation time theorems for a class of one-dimensional diffusion processes
• On the Distribution of First Hits for the Symmetric Stable Processes
• The local time of simple random walk in random environment
• Weak convergence of probability measures and random functions in the function space D[0,∞)

Cited In (6)

• Invariant distributions and scaling limits for some diffusions in time-varying random environments
• 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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