A density for the local time of the Brox diffusion

Jonathan Gutierrez-Pavón and Carlos G. Pacheco

Statistics & Probability Letters, 2020, vol. 163, issue C

Abstract: We give explicitly 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 relate the minima and maxima of the environment to the most and least visited points of the diffusion.

Keywords: Brox diffusion; Local times; Favorite points; Ray–Knight theorem (search for similar items in EconPapers)
Date: 2020
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167715220300948
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:163:y:2020:i:c:s0167715220300948

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.spl.2020.108791

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().