Almost sure asymptotics for the local time of a diffusion in Brownian environment

DOI10.1016/j.spa.2011.06.002zbMath1226.60106arXiv1003.0661MaRDI QIDQ719377

Roland Diel

Publication date: 10 October 2011

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1003.0661

zbMATH Keywords

local time; diffusion in Brownian environment

Mathematics Subject Classification ID

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

60F15: Strong limit theorems

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, Stochastic differential equation for Brox diffusion, Invariant distributions and scaling limits for some diffusions in time-varying random environments

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