Excursions of the Brox diffusion

DOI10.1007/S10959-021-01113-5OpenAlexW3196380546MaRDI QIDQ2676993FDOQ2676993

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

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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)

Cites Work

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

Cited In (3)

• Quenched distributions for the maximum, minimum and local time of the Brox diffusion
• The killed Brox diffusion
• Short-time asymptotic behavior of the Brox diffusion

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