English

Limiting behavior of a diffusion in an asymptotically stable environment

Probability 2007-05-23 v1

Abstract

Let VV be a two sided random walk and let XX denote a real valued diffusion process with generator 1/2eV([x])ddx(eV([x])ddx){1/2}e^{V([x])}\frac{d}{dx}(e^{-V([x])}\frac{d}{dx}). This process is known to be the continuous equivalent of the one dimensional random walk in random environment with potential VV. Hu and Shi (1997) described the L\'evy classes of XX in the case where VV behaves approximately like a Brownian motion. In this paper, based on some fine results on the fluctuations of random walks and stable processes, we obtain an accurate image of the almost sure limiting behavior of XX when VV behaves asymptotically like a stable process. These results also apply for the corresponding random walk in random environment.

Keywords

Cite

@article{arxiv.math/0505332,
  title  = {Limiting behavior of a diffusion in an asymptotically stable environment},
  author = {Arvind Singh},
  journal= {arXiv preprint arXiv:math/0505332},
  year   = {2007}
}