Large deviations for a Brownian motion in a drifted Brownian potential

• 成果类型: Article
• 署名作者: Taleb, M
• 署名单位: Universite Paris Cite
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/aop/1015345601
• 发表日期: 2001
• 页码: 1173-1204
• 关键词: dimensional diffusion process; random-walk; lyapounov exponents; limit distribution; THEOREM

摘要

We derive a large deviation principle both quenched and annealed for a one-dimensional diffusion process in a drifted Brownian environment providing the continuous time analogue of what Comets, Gantert and Zeitouni recently establish for the random walk in random environment. A key-ingredient, Kotani's lemma, allows us to compute the corresponding rate functions. The results are more explicit than in the discrete-time setting.