The Maximum of the Local Time of a Diffusion Process in a Drifted Brownian Potential

DOI10.1007/978-3-319-44465-9_5zbMath1367.60098arXivmath/0604078MaRDI QIDQ5270097

Alexis Devulder

Publication date: 22 June 2017

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0604078

zbMATH Keywords

diffusion process; convergence in law; local time; law of iterated logarithm; Brownian potential

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60F15: Strong limit theorems

60J65: Brownian motion

60J60: Diffusion processes

60K37: Processes in random environments

60J55: Local time and additive functionals

Related Items

Almost sure behavior for the local time of a diffusion in a spectrally negative Lévy environment, Limit law of the local time for Brox's diffusion, Local time of a diffusion in a stable Lévy environment

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