• Title of article

    Occupation time theorems for one-dimensional random walks and diffusion processes in random environments

  • Author/Authors

    Kasahara، نويسنده , , Yuji N. Watanabe، نويسنده , , Shinzo، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2009
  • Pages
    26
  • From page
    347
  • To page
    372
  • Abstract
    The long time asymptotics of the time spent on the positive side are discussed for one-dimensional diffusion processes in random environments. The limiting distributions under the log–log scale are obtained for the diffusion processes in the stable medium as well as for the Brox model. Similar problems are discussed for random walks in random environments and it is proved that the limiting laws are the same as in the case of diffusions.
  • Keywords
    Arc-sine law , Brox model , Lamperti laws , Feller generator , Functional limit theorem , Random environments , primary60J55 , secondary60J6060G5160G52 , Occupation times
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    2009
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1578063