A density for the local time of the Brox diffusion
Probability
2019-09-16 v1
Abstract
We give explictly the probability density of the local time of the Brox diffusion at first passage times. Such formula is used to find the moments and to related the minima and maxima of the environment to the most and least visted points of the diffusion.
Keywords
Cite
@article{arxiv.1909.06290,
title = {A density for the local time of the Brox diffusion},
author = {Jonathan Gutierrez-Pavón and Carlos G. Pacheco},
journal= {arXiv preprint arXiv:1909.06290},
year = {2019}
}