Limit Law of the Local Time for Brox’s Diffusion
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DOI: 10.1007/s10959-010-0314-7
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References listed on IDEAS
- Cheliotis, Dimitris, 2008. "Localization of favorite points for diffusion in a random environment," Stochastic Processes and their Applications, Elsevier, vol. 118(7), pages 1159-1189, July.
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- Yueyun Hu & Zhan Shi, 1998. "The Local time of Simple Random Walk in Random Environment," Journal of Theoretical Probability, Springer, vol. 11(3), pages 765-793, July.
- 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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Cited by:
- Grégoire Véchambre, 2023. "Almost Sure Behavior for the Local Time of a Diffusion in a Spectrally Negative Lévy Environment," Journal of Theoretical Probability, Springer, vol. 36(2), pages 876-925, June.
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Keywords
Diffusion process in Brownian potential; Local time;Statistics
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