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arxiv: 1003.0661 · v2 · pith:FC5SWS75new · submitted 2010-03-02 · 🧮 math.PR

Almost sure asymptotics for the maximum local time in Brownian environment

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keywords maximumbrowniancasediscreteenvironmentlocalratespeed
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We study the asymptotic behaviour of the maximum local time L*(t) of the Brox's process, the diffusion in Brownian environment. Shi proved that the maximum speed of L*(t) is surprisingly, at least t log(log(log t)) whereas in the discrete case it is t. We show here that t log(log(log t)) is the proper rate and we prove that for the minimum speed the rate is the same as in the discrete case namely t/log(log(log t)).

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