Quenched distributions for the maximum, minimum and local time of the Brox diffusion
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DOI: 10.1016/j.spl.2021.109238
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References listed on IDEAS
- Gutierrez-Pavón, Jonathan & Pacheco, Carlos G., 2020. "A density for the local time of the Brox diffusion," Statistics & Probability Letters, Elsevier, vol. 163(C).
- Shi, Zhan, 1998. "A local time curiosity in random environment," Stochastic Processes and their Applications, Elsevier, vol. 76(2), pages 231-250, August.
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Keywords
Brox diffusion; Minimum and maximum distributions; Local time; First hitting time; Ray–Knight theorem;All these keywords.
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