Renewal structure and local time for diffusions in random environment

zbMATH Open1350.60107arXiv1506.02895MaRDI QIDQ2829200FDOQ2829200

Authors: Pierre Andreoletti, Alexis Devulder, Grégoire Véchambre 

Publication date: 27 October 2016

Published in: ALEA. Latin American Journal of Probability and Mathematical Statistics (Search for Journal in Brave)

Abstract: We study a one-dimensional diffusion $X$ in a drifted Brownian potential $W_{k}appa$, with $0extlesskappaextless1$, and focus on the behavior of the local times $(mathcalL(t,x),x)$ of $X$ before time $textgreater0$.In particular we characterize the limit law of the supremum of the local time, as well as the position of the favorite sites. These limits can be written explicitly from a two dimensional stable L{'e}vy process. Our analysis is based on the study of an extension of the renewal structure which is deeply involved in the asymptotic behavior of $X$.

Full work available at URL: https://arxiv.org/abs/1506.02895

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zbMATH Keywords

renewal processlocal timerandom environmentdiffusionsrandom potential

Mathematics Subject Classification ID

Diffusion processes (60J60) Local time and additive functionals (60J55) Processes in random environments (60K37) Renewal theory (60K05)

Cited In (6)

• Diffusion in random environment and the renewal theorem
• The Maximum of the Local Time of a Diffusion Process in a Drifted Brownian Potential
• Almost sure behavior for the local time of a diffusion in a spectrally negative Lévy environment
• Exponential functionals of spectrally one-sided Lévy processes conditioned to stay positive
• Arbitrary many Walkers meet infinitely often in a subballistic random environment
• Localization of favorite points for diffusion in a random environment

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