학술논문

A density for the local time of the Brox diffusion
Document Type
Working Paper
Source
Subject
Mathematics - Probability
60G07
Language
Abstract
We give explictly the probability density of the local time of the Brox diffusion at first passage times. Such formula is used to find the moments and to related the minima and maxima of the environment to the most and least visted points of the diffusion.