Excursions of the Brox diffusion

DOI10.1007/S10959-021-01113-5MaRDI QIDQ2676993zbMATH OpenOpenAlexFDO

Authors Mariana Pérez-Rojas, Carlos Gabriel Pacheco

Publication date 29 September 2022

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10959-021-01113-5

zbMATH Keywords

local timeexcursion theoryBrox diffusion

Mathematics Subject Classification ID

Diffusion processes (60J60) Sample path properties (60G17) Local time and additive functionals (60J55) Processes in random environments (60K37)

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Cites work

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• A Guided Tour through Excursions
• A one-dimensional diffusion process in a Wiener medium
• A property of Brownian motion paths
• Itô's theory of excursion point processes and its developments
• Localization of favorite points for diffusion in a random environment
• On the estimation of the potential of Sinai's RWRE
• Tightness of localization and return time in random environment

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(3)

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