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Large deviation for Brownian motion in a random scenery

Обложка книги Large deviation for Brownian motion in a random scenery

Large deviation for Brownian motion in a random scenery

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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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