Université Paris 6
Pierre et Marie Curie
Université Paris 7
Denis Diderot

CNRS U.M.R. 7599
``Probabilités et Modèles Aléatoires''

Moderate deviations for diffusions with Brownian potentials

Auteur(s):

Code(s) de Classification MSC:

Résumé: 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 [3] who studied the corresponding problem for Sinai's random walk in random environment.

Mots Clés: Moderate deviation ; diffusion with random potential ; Brownian valley

Date: 2003-02-11

Prépublication numéro: PMA-792

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