English

Renewal structure and local time for diffusions in random environment

Probability 2016-09-08 v5

Abstract

We study a one-dimensional diffusion XX in a drifted Brownian potential W_κW\_\kappa, with 0\textlessκ\textless1 0\textless{}\kappa\textless{}1, and focus on the behavior of the local times (L(t,x),x)(\mathcal{L}(t,x),x) of XX before time t\textgreater0t\textgreater{}0.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 XX.

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

R2 v1 2026-06-22T09:50:06.903Z