Localization of favorite points for diffusion in random environment

Details Localization of favorite points for diffusion in random environment Localization of favorite points for diffusion in random environment

2006-12-18

arxiv.org/abs/math/0612533v1

Mathematics

Probability

23 pages, 3 figures

Scientific paper

For 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.

Affiliated with

Also associated with

No associations

Rating

Localization of favorite points for diffusion in random environment does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Localization of favorite points for diffusion in random environment, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Localization of favorite points for diffusion in random environment will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-315757