Moderate deviations for diffusions with Brownian potentials

• 成果类型: Article
• 署名作者: Hu, YY; Shi, Z
• 署名单位: Universite Paris Cite; Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI); Sorbonne Universite
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/009117904000000829
• 发表日期: 2004
• 页码: 3191-3220
• 关键词: simple random-walk; random environment; Local Time; motion; LAW

摘要

We present precise moderate deviation probabilities, in both quenched and annealed settings, for a recurrent diffusion process with a Brownian potential. Our method relies on fine tools in stochastic calculus, including Kotani's lemma and Lamperti's representation for exponential functionals. In particular, our result for quenched moderate deviations is in agreement with a recent theorem of Comets and Popov [Probab. Theory Related Fields 126 (2003) 571-609] who studied the corresponding problem for Sinai's random walk in random environment.