Annealed tail estimates for a Brownian motion in a drifted Brownian potential
From MaRDI portal
(Redirected from Publication:879248)
Abstract: We study Brownian motion in a drifted Brownian potential in the subexponential regime. We prove that the annealed probability of deviating below the almost sure speed has a polynomial rate of decay and compute the exponent in this power law. This provides a continuous-time analogue of what Dembo, Peres and Zeitouni proved for the transient random walk in random environment. Our method takes a completely different route, making use of Lamperti's representation together with an iteration scheme.
Recommendations
- Annealed Brownian motion in a heavy tailed Poissonian potential
- An asymptotic estimate for Brownian motion with drift
- Annealed asymptotics for Brownian motion of renormalized potential in mobile random medium
- Large deviations for a Brownian motion in a drifted Brownian potential
- Annealed survival asymptotics for Brownian motion in a scaled Poissonian potential.
- Estimates on the speedup and slowdown for a diffusion in a drifted Brownian potential
- Rates of convergence of diffusions with drifted Brownian potentials
Cites work
- A decomposition of Bessel Bridges
- A diffusion process in a Brownian environment with drift
- A note on quenched moderate deviations for Sinai's random walk in random environment
- A one-dimensional diffusion process in a Wiener medium
- A property of Brownian motion paths
- Diffusion in random environment and the renewal theorem
- Excursions of Brownian motion and bessel processes
- scientific article; zbMATH DE number 3858075 (Why is no real title available?)
- scientific article; zbMATH DE number 4005284 (Why is no real title available?)
- scientific article; zbMATH DE number 3736679 (Why is no real title available?)
- scientific article; zbMATH DE number 47625 (Why is no real title available?)
- scientific article; zbMATH DE number 3604123 (Why is no real title available?)
- scientific article; zbMATH DE number 1210412 (Why is no real title available?)
- scientific article; zbMATH DE number 1231230 (Why is no real title available?)
- scientific article; zbMATH DE number 1245556 (Why is no real title available?)
- scientific article; zbMATH DE number 503138 (Why is no real title available?)
- scientific article; zbMATH DE number 1969512 (Why is no real title available?)
- scientific article; zbMATH DE number 2070282 (Why is no real title available?)
- scientific article; zbMATH DE number 4000257 (Why is no real title available?)
- scientific article; zbMATH DE number 819734 (Why is no real title available?)
- scientific article; zbMATH DE number 1444755 (Why is no real title available?)
- scientific article; zbMATH DE number 3082267 (Why is no real title available?)
- Invariance principle for a Brownian motion with large drift in a white noise environment
- Large deviations for a Brownian motion in a drifted Brownian potential
- Large deviations for a random walk in random environment
- Limit law for transition probabilities and moderate deviations for Sinai's random walk in random environment
- Moderate deviations for diffusions with Brownian potentials
- One-dimensional diffusion in an asymmetric random environment
- Path Decomposition and Continuity of Local Time for One-Dimensional Diffusions, I
- Quenched, annealed and functional large deviations for one-dimensional random walk in random environment
- Random Walks and A Sojourn Density Process of Brownian Motion
- Random walks in a random environment
- Rates of convergence of diffusions with drifted Brownian potentials
- Semi-stable Markov processes. I
- Sojourn times of diffusion processes
- Sur certaines fonctionnelles exponentielles du mouvement brownien réel
- Tail estimates for one-dimensional random walk in random environment
- The mean velocity of a Brownian motion in a random Lévy potential
- The most visited site of Brownian motion and simple random walk
- Weak convergence of random growth processes with applications to insurance
Cited in
(12)- Large deviations for a Brownian motion in a drifted Brownian potential
- Solving equations with semimartingale noise
- Local time of a diffusion in a stable Lévy environment
- Rates of convergence of diffusions with drifted Brownian potentials
- The killed Brox diffusion
- The maximum of the local time of a diffusion process in a drifted Brownian potential
- A Schrödinger random operator with semimartingale potential
- Almost sure behavior for the local time of a diffusion in a spectrally negative Lévy environment
- Estimates on the speedup and slowdown for a diffusion in a drifted Brownian potential
- Asymptotic behavior of stochastic processes in random environments
- Almost sure asymptotics for the local time of a diffusion in Brownian environment
- Diffusion at the random matrix hard edge
This page was built for publication: Annealed tail estimates for a Brownian motion in a drifted Brownian potential
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q879248)
