Title of article :
Localization of favorite points for diffusion in a random environment
Author/Authors :
Cheliotis، نويسنده , , Dimitris، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2008
Pages :
31
From page :
1159
To page :
1189
Abstract :
For a diffusion X t in a one-dimensional Wiener medium W , it is known that there is a certain process ( b r ( W ) ) r ≥ 0 that depends only on the environment, so that X t − b log t ( W ) converges in distribution as t → ∞ . The paths of b are step functions. Denote by F X ( t ) the point with the most local time for the diffusion at time t . We prove that, modulo a relatively small time change, the paths of the processes ( b r ( W ) ) r ≥ 0 , ( F X ( e r ) ) r ≥ 0 are close after some large r .
Keywords :
Diffusion in random environment , Favorite point , Ray–Knight theorem , localization , Local time
Journal title :
Stochastic Processes and their Applications
Serial Year :
2008
Journal title :
Stochastic Processes and their Applications
Record number :
1577995
Link To Document :
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