Limiting behavior of a diffusion in an asymptotically stable environment
概率论
2007-05-23 v1
摘要
Let be a two sided random walk and let denote a real valued diffusion process with generator . This process is known to be the continuous equivalent of the one dimensional random walk in random environment with potential . Hu and Shi (1997) described the L\'evy classes of in the case where 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 when behaves asymptotically like a stable process. These results also apply for the corresponding random walk in random environment.
引用
@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}
}