English

The maximum of the local time of a diffusion process in a drifted Brownian potential

Probability 2015-11-19 v2

Abstract

We consider a one-dimensional diffusion process XX in a (κ/2)(-\kappa/2)-drifted Brownian potential for κ0\kappa\neq 0. We are interested in the maximum of its local time, and study its almost sure asymptotic behaviour, which is proved to be different from the behaviour of the maximum local time of the transient random walk in random environment. We also obtain the convergence in law of the maximum local time of XX under the annealed law after suitable renormalization when κ1\kappa \geq 1. Moreover, we characterize all the upper and lower classes for the hitting times of XX, in the sense of Paul L\'evy, and provide laws of the iterated logarithm for the diffusion XX itself. To this aim, we use annealed technics.

Keywords

Cite

@article{arxiv.math/0604078,
  title  = {The maximum of the local time of a diffusion process in a drifted Brownian potential},
  author = {Alexis Devulder},
  journal= {arXiv preprint arXiv:math/0604078},
  year   = {2015}
}

Comments

38 pages, new version, merged with hal-00013040 (arXiv:math/0511053), with some additional results