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

Alexis Devulder (1)

1 LPMA - Laboratoire de Probabilités et Modèles Aléatoires

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.

Mots clés: Random environment; diffusion in a random potential; Lévy class

Domaines: Probabilités [math.PR]

Alexis Devulder. Almost sure asymptotics for a diffusion process in a drifted Brownian potential. 2005. ⟨hal-00013040⟩