Limiting behavior of a diffusion in an asymptotically stable environment |
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Authors: | Arvind Singh |
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Affiliation: | Laboratoire de Probabilités et Modèles Aléatoires, Université Pierre et Marie Curie, 175, rue du Chevaleret, 75013 Paris, France |
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Abstract: | Let V be a two sided random walk and let X denote a real valued diffusion process with generator . This process is the continuous equivalent of the one-dimensional random walk in random environment with potential V. Hu and Shi (1997) described the Lévy classes of X in the case where V behaves approximately like a Brownian motion. In this paper, based on some fine results on the fluctuations of random walks and stable processes, we obtain an accurate image of the almost sure limiting behavior of X when V behaves asymptotically like a stable process. These results also apply for the corresponding random walk in random environment. |
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Keywords: | 60K37 60J60 60G52 60F15 |
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