Exponential maximal-excursion estimate for diffusions in random environments
Exponential maximal-excursion estimate for diffusions in random environments
Fix , , and . Let denote the law of the diffusion started at in environment , and let be its maximal excursion up to time . Exponential maximal-excursion estimate. For each and every satisfying
we have
This estimate provides the tail control needed to handle localization errors in stochastic homogenization. As with the Hölder control, the source says that it is not valid for every ; according to the cited result, it is available for large with high probability on a large portion of space.
Sources & referencesView supporting material
Primary source
Benjamin J. Fehrman, “On the Exit Time and Stochastic Homogenization of Isotropic Diffusions in Large Domains”, arXiv:1602.08664 (2016).
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