Localization of favorite points for diffusion in random environment

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dc.creatorCheliotis, Dimitrios
dc.date2006-12-18
dc.date.accessioned2026-07-07T07:35:44Z
dc.date.available2026-07-07T07:35:44Z
dc.descriptionFor a diffusion X_t in a one-dimensional Wiener medium W, it is known that there is a certain process b_x(W) that depends only on the environment W, so that X_t-b_{logt}(W) converges in distribution as t goes to infinity. We prove that, modulo a relatively small time change, the process {b_x(W):x>0}is followed closely by the process {F_X(e^x): x>0}, with F_X(t) denoting the point with the most local time for the diffusion at time t.
dc.description23 pages, 3 figures
dc.identifierhttps://arxiv.org/abs/math/0612533
dc.identifierhttp://arxiv.org/abs/math/0612533
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/120195
dc.subjectProbability
dc.subject60K37
dc.titleLocalization of favorite points for diffusion in random environment
dc.typetext

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