O. Adelman and N. Enriquez, Random walks in random environment: What a single trajectory tells, Israel Journal of Mathematics, vol.8, issue.1, pp.205-220, 2004.
DOI : 10.1007/BF02771533

URL : https://hal.archives-ouvertes.fr/hal-00103060

. Andreoletti, On the estimation of the potential of Sinai???s RWRE, Brazilian Journal of Probability and Statistics, vol.25, issue.2, pp.121-144, 2011.
DOI : 10.1214/09-BJPS113

P. Andreoletti and A. Devulder, Localization and number of visited valleys for a transient diffusion in random environment, Electronic Journal of Probability, vol.20, issue.0, pp.1-58, 2015.
DOI : 10.1214/EJP.v20-3173

URL : https://hal.archives-ouvertes.fr/hal-00908626

P. Andreoletti and R. Diel, Limit Law of the Local Time for Brox???s Diffusion, Journal of Theoretical Probability, vol.28, issue.3, pp.634-656, 2011.
DOI : 10.1007/s10959-010-0314-7

P. Andreoletti and R. Diel, DNA Unzipping via Stopped Birth and Death Processes with Unknown Transition Probabilities, Applied Mathematics Research eXpress, vol.2012, pp.184-208, 2012.
DOI : 10.1093/amrx/abs008

URL : https://hal.archives-ouvertes.fr/hal-00915251

D. Andreoletti, C. Loukianova, and . Matias, Hidden Markov model for parameter estimation of a random walk in a Markov environment, ESAIM: Probability and Statistics, vol.19, pp.605-625, 2015.
DOI : 10.1051/ps/2015008

URL : https://hal.archives-ouvertes.fr/hal-01025035

. Billingsley, Convergence of Probability Measures, INC, p.1700749, 1999.
DOI : 10.1002/9780470316962

A. Borodin and P. Salminen, Handbook of Brownian Motion-Facts and Formulae, Birkhäuser, p.1912205, 2002.

A. Bovier, Extremes, sums, Lévy processes, and ageing, Lecture, 2010.

T. Brox, A One-Dimensional Diffusion Process in a Wiener Medium, The Annals of Probability, vol.14, issue.4, pp.1206-1218, 1986.
DOI : 10.1214/aop/1176992363

D. Cheliotis, Localization of favorite points for diffusion in a random environment. Stochastic Process, Appl, vol.118, issue.7, pp.1159-1189, 2008.

F. Comets, M. Falconnet, O. Loukianov, and D. Loukianova, Maximum likelihood estimator consistency for recurrent random walk in a parametric random environment with finite support. preprint, arxiv 1404.2551, to appear in Stochastic Process, Appl, 2014.
URL : https://hal.archives-ouvertes.fr/hal-00976413

F. Comets, M. Falconnet, O. Loukianov, D. Loukianova, and C. Matias, Maximum likelihood estimator consistency for a ballistic random walk in a parametric random environment. Stochastic Process, Appl, vol.124, issue.1, pp.268-288, 2014.
URL : https://hal.archives-ouvertes.fr/hal-00744629

A. Dembo, N. Gantert, Y. Peres, and Z. Shi, Valleys and the Maximum Local Time for Random Walk in Random Environment, Probability Theory and Related Fields, vol.27, issue.3-4, pp.443-473, 2007.
DOI : 10.1007/s00440-006-0005-6

URL : https://hal.archives-ouvertes.fr/hal-00128037

A. Devulder, The Maximum of the Local Time of a Diffusion Process in a Drifted Brownian Potential, p.52, 2016.
DOI : 10.1007/978-3-319-44465-9_5

URL : https://hal.archives-ouvertes.fr/hal-00022214

. Dufresne, Laguerre Series for Asian and Other Options, Mathematical Finance, vol.10, issue.4, pp.407-428, 2000.
DOI : 10.1111/1467-9965.00101

C. Enriquez, O. Sabot, and . Zindy, Aging and quenched localization for one-dimensional random walks in random environment in the sub-ballistic regime, Bulletin de la Société mathématique de France, vol.137, issue.3, pp.423-452, 2009.
DOI : 10.24033/bsmf.2580

URL : https://hal.archives-ouvertes.fr/hal-00185933

N. Enriquez, C. Sabot, and O. Zindy, A probabilistic representation of constants in Kesten???s renewal theorem, Probability Theory and Related Fields, vol.8, issue.3-4, pp.581-613, 2009.
DOI : 10.1007/s00440-008-0155-9

A. Faggionato, The alternating marked point process of h-slopes of drifted Brownian motion. Stochastic Process, Appl, vol.119, issue.6, pp.1765-1791, 2009.

M. Falconnet, D. Loukianova, and C. Matias, Asymptotic normality and efficiency of the maximum likelihood estimator for the parameter of a ballistic random walk in a random environment, Mathematical Methods of Statistics, vol.23, issue.1, pp.1-19, 2014.
DOI : 10.3103/S1066530714010013

URL : https://hal.archives-ouvertes.fr/hal-00783980

W. Feller, An introduction to probability theory and its applications, 1971.

N. Gantert, Y. Peres, and Z. Shi, The infinite valley for a recurrent random walk in random environment, Annales de l'Institut Henri Poincar??, Probabilit??s et Statistiques, vol.46, issue.2, pp.525-536, 2010.
DOI : 10.1214/09-AIHP205

URL : https://hal.archives-ouvertes.fr/hal-00485283

N. Gantert and Z. Shi, Many visits to a single site by a transient random walk in random environment. Stochastic Process, Appl, vol.99, pp.159-176, 2002.

Y. Hu, Z. Shi, and M. Yor, Rates of convergence of diffusions with drifted Brownian potentials, Transactions of the American Mathematical Society, vol.351, issue.10, pp.3915-3934, 1999.
DOI : 10.1090/S0002-9947-99-02421-6

K. Kawazu and H. Tanaka, A diffusion process in a Brownian environment with drift, J. Math. Soc. Japan, vol.49, pp.189-211, 1997.
DOI : 10.1142/9789812778550_0028

H. Kesten, M. V. Kozlov, and F. Spitzer, A limit law for random walk in a random environment, Compositio Math, vol.30, pp.145-168, 1975.

J. Neveu and J. Pitman, Renewal property of the extrema and tree property of the excursion of a one-dimensional brownian motion, Lecture Notes Math, vol.27, pp.239-247, 1989.
DOI : 10.1137/1127028

S. I. Resnick, Point processes, regular variation and weak convergence, Advances in Applied Probability, vol.13, issue.01, pp.66-138, 1986.
DOI : 10.1137/1116067

D. Revuz and M. Yor, Continuous martingales and Brownian motion, 1999.

S. Schumacher, Diffusions with random coefficients, Contemp. Math, vol.41, pp.351-356, 1985.
DOI : 10.1090/conm/041/814724

. Shi, A local time curiosity in random environment Stochastic Process, Appl, vol.76, issue.2, pp.231-250, 1998.

D. S. Silvestrov, Convergence in Skorokhod J-topology for compositions of stochastic processes. Theory Stoch, Process, vol.14, issue.1, pp.126-143, 2008.

A. Singh, Rates of convergence of a transient diffusion in a spectrally negative L??vy potential, The Annals of Probability, vol.36, issue.1, pp.279-318, 2008.
DOI : 10.1214/009117907000000123

M. Talet, Annealed tail estimates for a Brownian motion in a drifted Brownian potential, The Annals of Probability, vol.35, issue.1, pp.32-67, 2007.
DOI : 10.1214/009117906000000539

H. Tanaka, Limit theorems for a Brownian motion with drift in a white noise environment, Chaos, Solitons & Fractals, vol.8, issue.11, pp.1807-1816, 1997.
DOI : 10.1016/S0960-0779(97)00029-5

G. Véchambre, Path decomposition of a spectrally negative Lévy process, and local time of a diffusion in this environment, p.5084, 2016.

W. Whitt, Stochastic-Process Limits: An Introduction to Stochastic-Process Limits and Their Application to Queues, p.1876437, 2002.

. Zeitouni, Lectures notes on random walks in random environment. St Flour Summer School, pp.189-312, 2001.