Limit law of the local time for Brox's diffusion

DOI10.1007/s10959-010-0314-7zbMath1231.60079arXiv0809.2195MaRDI QIDQ639335

Pierre Andreoletti, Roland Diel

Publication date: 20 September 2011

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

Full work available at URL: https://arxiv.org/abs/0809.2195

zbMATH Keywords

local time; diffusion processes in Brownian potential

Mathematics Subject Classification ID

60J25: Continuous-time Markov processes on general state spaces

60J60: Diffusion processes

60J55: Local time and additive functionals

Related Items

The Maximum of the Local Time of a Diffusion Process in a Drifted Brownian Potential, Rough paths and 1d SDE with a time dependent distributional drift: application to polymers, Almost sure asymptotics for the local time of a diffusion in Brownian environment, Total number of births on the negative half-line of the binary branching Brownian motion in the boundary case, Stochastic differential equation for Brox diffusion, Local time of a diffusion in a stable Lévy environment

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