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

DOI10.1016/j.spa.2011.06.002zbMath1226.60106arXiv1003.0661OpenAlexW1878416245MaRDI 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 timediffusion in Brownian environment

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Strong limit theorems (60F15) Diffusion processes (60J60) Local time and additive functionals (60J55)

Related Items

Stochastic differential equation for Brox diffusion, Rough paths and 1d SDE with a time dependent distributional drift: application to polymers, Almost sure behavior for the local time of a diffusion in a spectrally negative Lévy environment, Invariant distributions and scaling limits for some diffusions in time-varying random environments, The Maximum of the Local Time of a Diffusion Process in a Drifted Brownian Potential

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