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Noise reinforced Lévy processes: Lévy-Itô decomposition and applications - MaRDI portal

Noise reinforced Lévy processes: Lévy-Itô decomposition and applications (Q6177571)

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scientific article; zbMATH DE number 7790319
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English
Noise reinforced Lévy processes: Lévy-Itô decomposition and applications
scientific article; zbMATH DE number 7790319

    Statements

    title
    Noise reinforced Lévy processes: Lévy-Itô decomposition and applications (English)
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    publication date
    17 January 2024
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    zbMATH Keywords
    elephant random walk
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    Lévy process
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    limit theorem
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    noise reinforced random walk
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    reinforcement
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    Identifiers

    arXiv ID
    2210.00564
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    Mathematics Subject Classification ID
    60G50
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    60G51
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    60K35
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    zbMATH DE Number
    7790319
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    OpenAlex ID
    W4389318260
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    DOI
    10.1214/23-EJP1045
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