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A density for the local time of the Brox diffusion
Statistics & Probability Letters ( IF 0.8 ) Pub Date : 2020-08-01 , DOI: 10.1016/j.spl.2020.108791
Jonathan Gutierrez-Pavón , Carlos G. Pacheco

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.

中文翻译:

Brox 扩散本地时间的密度

我们明确给出了第一次通过时 Brox 扩散的本地时间的概率密度。这样的公式用于找到矩并将环境的最小值和最大值与扩散的最多和最少可见点相关联。
更新日期:2020-08-01
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