Moderate deviations for diffusions with Brownian potentials

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dc.creatorHu, Yueyun
dc.creatorShi, Zhan
dc.date2005-03-25
dc.date.accessioned2026-07-07T05:18:28Z
dc.date.available2026-07-07T05:18:28Z
dc.descriptionWe present precise moderate deviation probabilities, in both quenched and annealed settings, for a recurrent diffusion process with a Brownian potential. Our method relies on fine tools in stochastic calculus, including Kotani's lemma and Lamperti's representation for exponential functionals. In particular, our result for quenched moderate deviations is in agreement with a recent theorem of Comets and Popov [Probab. Theory Related Fields 126 (2003) 571-609] who studied the corresponding problem for Sinai's random walk in random environment.
dc.descriptionPublished at http://dx.doi.org/10.1214/009117904000000829 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)
dc.identifierhttps://arxiv.org/abs/math/0503591
dc.identifierhttp://arxiv.org/abs/math/0503591
dc.identifierAnnals of Probability 2004, Vol. 32, No. 4, 3191-3220
dc.identifierdoi:10.1214/009117904000000829
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/74672
dc.subjectProbability
dc.subject60K37, 60F10. (Primary)
dc.titleModerate deviations for diffusions with Brownian potentials
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