International audienceWe consider Brox's model: a one-dimensional diffusion in a Brownian potential W. We show that the normalized local time process (L(t;m_(log t) + x)=t; x \in R), where m_(log t) is the bottom of the deepest valley reached by the process before time t, behaves asymptotically like a process which only depends on W. As a consequence, we get the weak convergence of the local time to a functional of two independent three-dimensional Bessel processes and thus the limit law of the supremum of the normalized local time. These results are discussed and compared to the discrete time and space case which same questions have been solved recently by N. Gantert, Y. Peres and Z. Shi
AbstractWe study the random field of local time picked up over the entire life of a super-Brownian m...
After leaving fixed the environment, which is called the quenchend case, we give explicitly the dist...
International audienceWe study a model of diffusion in a brownian potential. This model was firstly ...
AbstractIn random environments, the most elementary processes are Sinai’s simple random walk and Bro...
International audienceConsider a 1-D diffusion in a stable Lévy environment. In this article, we pro...
AbstractThe long time asymptotics of the time spent on the positive side are discussed for one-dimen...
For V a random càd-làg process, we call diffusion in the random medium V the formal solution of thes...
AbstractConsider a class of diffusions with random potentials which behave asymptotically as Brownia...
On appelle diffusion en milieu aléatoire la solution de l équation différentielle stochastique suiva...
Let B = (Bt)t≥0 be a standard Brownian motion and let (Lxt; t ≥ 0, x ∈R) be a continuous version of ...
A diffusion in random environment is the solution of the following stochastic differential equation:...
AbstractHere, we study the asymptotic behavior of the maximum local time L∗(t) of the diffusion in B...
We study a one-dimensional diffusion process in a drifted Brownian potential. We characterize the up...
We obtain some identities in law and some limit theorems for integrals of the type $\int_{0}^{t}\var...
AbstractFor a diffusion Xt in a one-dimensional Wiener medium W, it is known that there is a certain...
AbstractWe study the random field of local time picked up over the entire life of a super-Brownian m...
After leaving fixed the environment, which is called the quenchend case, we give explicitly the dist...
International audienceWe study a model of diffusion in a brownian potential. This model was firstly ...
AbstractIn random environments, the most elementary processes are Sinai’s simple random walk and Bro...
International audienceConsider a 1-D diffusion in a stable Lévy environment. In this article, we pro...
AbstractThe long time asymptotics of the time spent on the positive side are discussed for one-dimen...
For V a random càd-làg process, we call diffusion in the random medium V the formal solution of thes...
AbstractConsider a class of diffusions with random potentials which behave asymptotically as Brownia...
On appelle diffusion en milieu aléatoire la solution de l équation différentielle stochastique suiva...
Let B = (Bt)t≥0 be a standard Brownian motion and let (Lxt; t ≥ 0, x ∈R) be a continuous version of ...
A diffusion in random environment is the solution of the following stochastic differential equation:...
AbstractHere, we study the asymptotic behavior of the maximum local time L∗(t) of the diffusion in B...
We study a one-dimensional diffusion process in a drifted Brownian potential. We characterize the up...
We obtain some identities in law and some limit theorems for integrals of the type $\int_{0}^{t}\var...
AbstractFor a diffusion Xt in a one-dimensional Wiener medium W, it is known that there is a certain...
AbstractWe study the random field of local time picked up over the entire life of a super-Brownian m...
After leaving fixed the environment, which is called the quenchend case, we give explicitly the dist...
International audienceWe study a model of diffusion in a brownian potential. This model was firstly ...