Brownian motion and random walk perturbed at extrema

From MaRDI portal
Publication:1291954

DOI10.1007/s004400050215zbMath0930.60041OpenAlexW2026091735MaRDI QIDQ1291954

Burgess Davis

Publication date: 15 February 2000

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s004400050215




Related Items (27)

Existence and pathwise uniqueness of solutions for stochastic differential equations involving the local time at point zeroSome calculations for doubly perturbed Brownian motionMonotonicity for excited random walk in high dimensionsTransportation inequalities for doubly perturbed stochastic differential equations with Markovian switchingSmooth densities of the laws of perturbed diffusion processesPerturbed uncertain differential equations and perturbed reflected canonical processExistence and uniqueness of solutions for perturbed stochastic differential equations with reflected boundaryTransience/recurrence and the speed of a one-dimensional random walk in a ``have your cookie and eat it environmentDensity functions of doubly-perturbed stochastic differential equations with jumpsExcited against the tide: a random walk with competing driftsExplicit Laws for the Records of the Perturbed Random Walk on ℤ $$\mathbb {Z}$$Snakes and perturbed random walksAn expansion for self-interacting random walksOn the speed of a cookie random walkTransience, recurrence and speed of diffusions with a non-Markovian two-phase ``use it or lose it driftAbsolute continuity of the laws of perturbed diffusion processes and perturbed reflected diffusion processesExcited random walk against a wallLimit laws of transient excited random walks on integersA Random Walk with Collapsing Bonds and Its Scaling LimitDoubly perturbed neutral diffusion processes with Markovian switching and Poisson jumpsAn asymptotic result for Brownian polymersDoubly perturbed jump-diffusion processesReinforced Brownian motion: a prototypeRole of depletion on the dynamics of a diffusing foragerPath decompositions of perturbed reflecting Brownian motionsMulti-excited random walks on integersGreedy walk on the real line




This page was built for publication: Brownian motion and random walk perturbed at extrema