Almost sure asymptotics for a diffusion process in a drifted Brownian potential

Alexis Devulder

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Almost sure asymptotics for a diffusion process in a drifted Brownian potential

Alexis Devulder

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Abstract

We study a one-dimensional diffusion process in a drifted Brownian potential. We characterize the upper functions of its hitting times in the sense of Paul Lévy, and determine the lower limits in terms of an iterated logarithm law.

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Alexis Devulder. 2005-11-02. Almost sure asymptotics for a diffusion process in a drifted Brownian potential. https://arxiv.org/abs/math/0511053

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