Rates of convergence of diffusions with drifted Brownian potentials
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Cites work
- A diffusion process in a Brownian environment with drift
- A Hölder condition for Brownian local time
- A one-dimensional diffusion process in a Wiener medium
- Asymptotic behaviour for random walks in random environments
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- scientific article; zbMATH DE number 897154 (Why is no real title available?)
- scientific article; zbMATH DE number 918811 (Why is no real title available?)
- Invariance principle for a Brownian motion with large drift in a white noise environment
- Large deviations for a random walk in random environment
- Limit theorems for a Brownian motion with drift in a white noise environment
- Lyapunov functions for random walks and strings in random environment
- Quenched sub-exponential tail estimates for one-dimensional random walk in random environment
- Random walks in a random environment
- Simple random walk on the line in random environment
- Sojourn times of diffusion processes
- Stability and instability of local time of random walk in random environment
- Sur certaines fonctionnelles exponentielles du mouvement brownien réel
- Tail estimates for one-dimensional random walk in random environment
- The limits of Sinai's simple random walk in random environment
- The mean velocity of a Brownian motion in a random Lévy potential
Cited in
(20)- The mean velocity of a Brownian motion in a random Lévy potential
- Scaling limit theorem for transient random walk in random environment
- Moderate deviations for diffusions with Brownian potentials
- Large deviations for a Brownian motion in a drifted Brownian potential
- Rate of convergence of uniform transport processes to a Brownian sheet
- On path-dependent SDEs involving distributional drifts
- Invariant distributions and scaling limits for some diffusions in time-varying random environments
- Rates of convergence of a transient diffusion in a spectrally negative Lévy potential
- A slow transient diffusion in a drifted stable potential
- Convergence of Brownian motion with a scaled Dirac delta potential
- Local time of a diffusion in a stable Lévy environment
- The maximum of the local time of a diffusion process in a drifted Brownian 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
- Limit law of the local time for Brox's diffusion
- Convergence rates for the full Brownian rough paths with applications to limit theorems for stochastic flows
- Asymptotic behavior of stochastic processes in random environments
- Limit laws for transient random walks in random environment on \(\mathbb Z\)
- Random walks and polymers in the presence of quenched disorder
- Annealed tail estimates for a Brownian motion in a drifted Brownian potential
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