Title of article
Almost sure asymptotics for the local time of a diffusion in Brownian environment
Author/Authors
Diel، نويسنده , , Roland، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2011
Pages
28
From page
2303
To page
2330
Abstract
Here, we study the asymptotic behavior of the maximum local time L ∗ ( t ) of the diffusion in Brownian environment. Shi (1998) [17] proved that, surprisingly, the maximum speed of L ∗ ( t ) is at least t log ( log ( log t ) ) ; whereas in the discrete case, it is t . We show that t log ( log ( log t ) ) is the proper rate and that for the minimum speed the rate is the same as in the discrete case (see Dembo et al. (2007) [6]) namely t / log ( log ( log t ) ) . We also prove a localization result: almost surely for large time, the diffusion has spent almost all the time in the neighborhood of four points which only depend on the environment.
Keywords
Diffusion in Brownian environment , Local time
Journal title
Stochastic Processes and their Applications
Serial Year
2011
Journal title
Stochastic Processes and their Applications
Record number
1578453
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