Localization of favorite points for diffusion in a random environment
نویسندگان
چکیده
منابع مشابه
Localization of Favorite Points for Diffusion in Random Environment
For a diffusion Xt in a one-dimensional Wiener medium W , it is known that there is a certain process (bx(W ))x≥0 that depends only on the environment, so that Xt − blog t(W ) converges in distribution as t → +∞. We prove that, modulo a small time change, the process (bx(W ))x≥0 is followed closely by the process (FX(e x))x≥0, with FX(t) denoting the point with the most local time for the diffu...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2008
ISSN: 0304-4149
DOI: 10.1016/j.spa.2007.07.015