Almost sure asymptotics for a diffusion process in a drifted Brownian potential
Probability
2007-05-23 v1
Abstract
We study a one-dimensional diffusion process in a drifted Brownian potential. We characterize the upper functions of its hitting times in the sense of Paul L\'evy, and determine the lower limits in terms of an iterated logarithm law.
Cite
@article{arxiv.math/0511053,
title = {Almost sure asymptotics for a diffusion process in a drifted Brownian potential},
author = {Alexis Devulder},
journal= {arXiv preprint arXiv:math/0511053},
year = {2007}
}