arXiv:1605.05084 [math.PR]AbstractReferencesReviewsResources
Path decomposition of a spectrally negative Lévy process, and local time of a diffusion in this environment
Published 2016-05-17Version 1
We study the convergence in distribution of the supremum of the local time and of the favorite site for a transient diffusion in a spectrally negative L{\'e}vy potential. To do so, we study the h-valleys of a spectrally negative L{\'e}vy process, and we prove in partiular that the renormalized sequence of the h-minima converges to the jumping times sequence of a standard Poisson process.
Categories: math.PR
Related articles: Most relevant | Search more
arXiv:1909.06290 [math.PR] (Published 2019-09-13)
A density for the local time of the Brox diffusion
arXiv:1703.02782 [math.PR] (Published 2017-03-08)
Rough path properties for local time of symmetric $α$ stable process
Variance decay for functionals of the environment viewed by the particle