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Limiting behavior of a diffusion in an asymptotically stable environment
Authors:Arvind Singh
Affiliation:Laboratoire de Probabilités et Modèles Aléatoires, Université Pierre et Marie Curie, 175, rue du Chevaleret, 75013 Paris, France
Abstract:Let V be a two sided random walk and let X denote a real valued diffusion process with generator View the MathML source. 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.
Keywords:60K37   60J60   60G52   60F15
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