Large deviations for Brownian motion in a random scenery

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dc.creatorAsselah, A.
dc.creatorCastell, F.
dc.date2002-09-13
dc.date.accessioned2026-07-07T04:50:50Z
dc.date.available2026-07-07T04:50:50Z
dc.descriptionWe prove large deviations principles in large time, for the Brownian occupation time in random scenery. The random scenery is constant on unit cubes, and consist of i.i.d. bounded variables, independent of the Brownian motion. This model is a time-continuous version of Kesten and Spitzer's random walk in random scenery. We prove large deviations principles in ``quenched'' and ``annealed'' settings.
dc.description29 pages
dc.identifierhttps://arxiv.org/abs/math/0209160
dc.identifierhttp://arxiv.org/abs/math/0209160
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/64935
dc.subjectProbability
dc.subject60F10; 60J55; 60K37
dc.titleLarge deviations for Brownian motion in a random scenery
dc.typetext

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