Almost sure asymptotics for the local time of a diffusion in Brownian environment-Reference-Cited by-同舟云学术

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Almost sure asymptotics for the local time of a diffusion in Brownian environment

Published:2011-10 Issue:10 Volume:121 Page:2303-2330
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Diel Roland

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference23 articles.

1. Handbook of Mathematical Functions;Abramowitz,1965

2. P. Andreoletti, R. Diel, Limit law of the local time for Brox’s diffusion, Preprint 2008.

3. Handbook of Brownian Motion-Facts and Formulae;Borodin,1996

4. A one-dimensional diffusion process in a Wiener medium;Brox;Ann. Probab.,1986

5. Localization of favorite points for diffusion in random environment;Cheliotis;Stochastic Process. Appl.,2008

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1. Almost Sure Behavior for the Local Time of a Diffusion in a Spectrally Negative Lévy Environment;Journal of Theoretical Probability;2022-08-23

2. Stochastic differential equation for Brox diffusion;Stochastic Processes and their Applications;2017-07

3. The Maximum of the Local Time of a Diffusion Process in a Drifted Brownian Potential;Lecture Notes in Mathematics;2016

4. Rough paths and 1d SDE with a time dependent distributional drift: application to polymers;Probability Theory and Related Fields;2015-04-08

5. Localization and number of visited valleys for a transient diffusion in random environment;Electronic Journal of Probability;2015-01-01

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