Renewal structure and local time for diffusions in random environment

preprint2016arXivOpen access

Abstract

We study a one-dimensional diffusion XX in a drifted Brownian potential W_κW\_κ, with $ 0\textless{}κ\textless{}1$, and focus on the behavior of the local times (L(t,x),x)(\mathcal{L}(t,x),x) of XX before time $t\textgreater{}0$.In particular we characterize the limit law of the supremum of the local time, as well as the position of the favorite sites. These limits can be written explicitly from a two dimensional stable L{é}vy process. Our analysis is based on the study of an extension of the renewal structure which is deeply involved in the asymptotic behavior of XX.

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