Renewal structure and local time for diffusions in random environment
Probability
2016-09-08 v5
Abstract
We study a one-dimensional diffusion in a drifted Brownian potential , with , and focus on the behavior of the local times of before time .In particular we characterize the limit law of the supremum of the local time, as well as the position of the favorite sites. These limits can be written explicitly from a two dimensional stable L{\'e}vy process. Our analysis is based on the study of an extension of the renewal structure which is deeply involved in the asymptotic behavior of .
Keywords
Cite
@article{arxiv.1506.02895,
title = {Renewal structure and local time for diffusions in random environment},
author = {Pierre Andreoletti and Alexis Devulder and Grégoire Vechambre},
journal= {arXiv preprint arXiv:1506.02895},
year = {2016}
}
Comments
61 pages