Moderate deviations for diffusions in a random gaussian shear flow drift
The ordinary differential equation approach to asymptotically efficient schemes for solution of stochastic differential equations
A note on random walk in random scenery
Limit theorems for one and two-dimensional random walks in random scenery
Random walks in random scenery are processes defined by , where and are two independent sequences of i.i.d. random variables with values in and respectively. We suppose that the distributions of and belong to the normal basin of attraction of stable distribution of index and . When and , a functional limit theorem has been established in ( (1979) 5–25) and a local limit theorem in (To appear). In this paper, we establish the convergence in distribution and a local...
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