Large Deviations for a Brownian Motion in a Drifted Brownian Potential
Taleb, Marina
Ann. Probab., Tome 29 (2001) no. 1, p. 1173-1204 / Harvested from Project Euclid
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We derive a large deviation principle both quenched and annealed for a one-dimensional diffusion process in a drifted Brownian environment providing the continuous time analogue of what Comets, Gantert and Zeitouni recently establish for the random walk in random environment. A key-ingredient, Kotani’s lemma, allows us to compute the corresponding rate functions. The results are more explicit than in the discrete-time setting.
Publié le : 2001-07-14
Classification:  Diffusions in a random potential,  large deviations,  60J60,  60F10 
@article{1015345601,
     author = {Taleb, Marina},
     title = {Large Deviations for a Brownian Motion in a Drifted Brownian
 Potential},
     journal = {Ann. Probab.},
     volume = {29},
     number = {1},
     year = {2001},
     pages = { 1173-1204},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1015345601}
}

Taleb, Marina. Large Deviations for a Brownian Motion in a Drifted Brownian
 Potential. Ann. Probab., Tome 29 (2001) no. 1, pp.  1173-1204. http://gdmltest.u-ga.fr/item/1015345601/