Rates of convergence of a transient diffusion in a spectrally negative Lévy potentialReportar como inadecuado




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1 LPMA - Laboratoire de Probabilités et Modèles Aléatoires

Abstract : We consider a diffusion process $X$ in a random Lévy potential $V$. We study the rates of convergence when the diffusion is transient under the assumption that the Lévy process does not possess positive jumps. We generalize the previous results of Hu-Shi-Yor 1999 for drifted Brownian potentials. In particular, we prove a conjecture of Carmona: provided that there exists $0



Autor: Arvind Singh -

Fuente: https://hal.archives-ouvertes.fr/



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