Brownian motion and random walk perturbed at extrema
From MaRDI portal
Publication:1291954
DOI10.1007/s004400050215zbMath0930.60041OpenAlexW2026091735MaRDI QIDQ1291954
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
Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41)
Related Items (27)
Existence and pathwise uniqueness of solutions for stochastic differential equations involving the local time at point zero ⋮ Some calculations for doubly perturbed Brownian motion ⋮ Monotonicity for excited random walk in high dimensions ⋮ Transportation inequalities for doubly perturbed stochastic differential equations with Markovian switching ⋮ Smooth densities of the laws of perturbed diffusion processes ⋮ Perturbed uncertain differential equations and perturbed reflected canonical process ⋮ Existence and uniqueness of solutions for perturbed stochastic differential equations with reflected boundary ⋮ Transience/recurrence and the speed of a one-dimensional random walk in a ``have your cookie and eat it environment ⋮ Density functions of doubly-perturbed stochastic differential equations with jumps ⋮ Excited against the tide: a random walk with competing drifts ⋮ Explicit Laws for the Records of the Perturbed Random Walk on ℤ $$\mathbb {Z}$$ ⋮ Snakes and perturbed random walks ⋮ An expansion for self-interacting random walks ⋮ On the speed of a cookie random walk ⋮ Transience, recurrence and speed of diffusions with a non-Markovian two-phase ``use it or lose it drift ⋮ Absolute continuity of the laws of perturbed diffusion processes and perturbed reflected diffusion processes ⋮ Excited random walk against a wall ⋮ Limit laws of transient excited random walks on integers ⋮ A Random Walk with Collapsing Bonds and Its Scaling Limit ⋮ Doubly perturbed neutral diffusion processes with Markovian switching and Poisson jumps ⋮ An asymptotic result for Brownian polymers ⋮ Doubly perturbed jump-diffusion processes ⋮ Reinforced Brownian motion: a prototype ⋮ Role of depletion on the dynamics of a diffusing forager ⋮ Path decompositions of perturbed reflecting Brownian motions ⋮ Multi-excited random walks on integers ⋮ Greedy walk on the real line
This page was built for publication: Brownian motion and random walk perturbed at extrema