中文

Localization of favorite points for diffusion in random environment

概率论 2007-05-23 v1

摘要

For a diffusion X_t in a one-dimensional Wiener medium W, it is known that there is a certain process b_x(W) that depends only on the environment W, so that X_t-b_{logt}(W) converges in distribution as t goes to infinity. We prove that, modulo a relatively small time change, the process {b_x(W):x>0}is followed closely by the process {F_X(e^x): x>0}, with F_X(t) denoting the point with the most local time for the diffusion at time t.

关键词

引用

@article{arxiv.math/0612533,
  title  = {Localization of favorite points for diffusion in random environment},
  author = {Dimitrios Cheliotis},
  journal= {arXiv preprint arXiv:math/0612533},
  year   = {2007}
}

备注

23 pages, 3 figures