Estimates on the speedup and slowdown for a diffusion in a drifted brownian potential - Archive ouverte HAL
Article Dans Une Revue Journal of Theoretical Probability Année : 2011

Estimates on the speedup and slowdown for a diffusion in a drifted brownian potential

Résumé

We study a model of diffusion in a brownian potential. This model was firstly introduced by T. Brox (1986) as a continuous time analogue of random walk in random environment. We estimate the deviations of this process above or under its typical behavior. Our results rely on different tools such as a representation introduced by Y. Hu, Z. Shi and M. Yor, Kotani's lemma, introduced at first by K. Kawazu and H. Tanaka (1997), and a decomposition of hitting times developed in a recent article by A. Fribergh, N. Gantert and S. Popov (2008). Our results are in agreement with their results in the discrete case.
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Dates et versions

hal-00600242 , version 1 (14-06-2011)

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Gabriel Faraud. Estimates on the speedup and slowdown for a diffusion in a drifted brownian potential. Journal of Theoretical Probability, 2011, 24 (1), pp.194-239. ⟨10.1007/s10959-009-0251-5⟩. ⟨hal-00600242⟩
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