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arXiv:math/0511053 [math.PR]AbstractReferencesReviewsResources

Almost sure asymptotics for a diffusion process in a drifted Brownian potential

Alexis Devulder

Published 2005-11-02Version 1

We study a one-dimensional diffusion process in a drifted Brownian potential. We characterize the upper functions of its hitting times in the sense of Paul L\'evy, and determine the lower limits in terms of an iterated logarithm law.

Categories: math.PR
Subjects: 60K37, 60J60, 60F15
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