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
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
Journal title :
Stochastic Processes and their Applications