• 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