Almost sure asymptotics for a diffusion process in a drifted Brownian potential

Alexis Devulder

Preprints, Working Papers, ... Year : 2005

Almost sure asymptotics for a diffusion process in a drifted Brownian potential

(1)

Alexis Devulder

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PersonId : 170351
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Laboratoire de Probabilités et Modèles Aléatoires

Abstract

We study a one-dimensional diffusion process in a drifted Brownian potential. We characterize the upper functions of its hitting times in the sense of Paul Lévy, and determine the lower limits in terms of an iterated logarithm law.

Keywords

Random environment diffusion in a random potential Lévy class

Domains

Probability [math.PR]

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Devulder_asymptotics_diffusion_drifted_brownian_potential.pdf (229.43 Ko)

Alexis Devulder : Connect in order to contact the contributor

https://hal.science/hal-00013040

Submitted on : Wednesday, November 2, 2005-4:52:49 PM

Last modification on : Friday, March 29, 2024-10:34:00 AM

Long-term archiving on: Friday, April 2, 2010-6:18:44 PM

Dates and versions

hal-00013040 , version 1 (02-11-2005)

Identifiers

HAL Id : hal-00013040 , version 1
ARXIV : math.PR/0511053

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Alexis Devulder. Almost sure asymptotics for a diffusion process in a drifted Brownian potential. 2005. ⟨hal-00013040⟩

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Almost sure asymptotics for a diffusion process in a drifted Brownian potential

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