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
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