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Occupation time theorems for one-dimensional random walks and diffusion processes in random environments

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  • Kasahara, Yuji
  • Watanabe, Shinzo

Abstract

The long time asymptotics of the time spent on the positive side are discussed for one-dimensional diffusion processes in random environments. The limiting distributions under the log-log scale are obtained for the diffusion processes in the stable medium as well as for the Brox model. Similar problems are discussed for random walks in random environments and it is proved that the limiting laws are the same as in the case of diffusions.

Suggested Citation

  • Kasahara, Yuji & Watanabe, Shinzo, 2009. "Occupation time theorems for one-dimensional random walks and diffusion processes in random environments," Stochastic Processes and their Applications, Elsevier, vol. 119(2), pages 347-372, February.
    • Handle: RePEc:eee:spapps:v:119:y:2009:i:2:p:347-372
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