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Large deviations for Brownian motion in a random scenery

✍ Scribed by Amine Asselah; Fabienne Castell

Book ID: 106137497
Publisher: Springer
Year: 2003
Tongue: English
Weight: 324 KB
Volume: 126
Category: Article
ISSN: 1432-2064
DOI: 10.1007/s00440-003-0265-3

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✦ Synopsis

We prove large deviations principles in large time, for the Brownian occupation time in random scenery. The random scenery is constant on unit cubes, and consist of i.i.d. bounded variables, independent of the Brownian motion. This model is a time-continuous version of Kesten and Spitzer's random walk in random scenery. We prove large deviations principles in `''quenched'' and ''annealed'' settings.

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