Convergence of jump processes with stochastic intensity to Brownian motion with inert drift

DOI10.3150/21-BEJ1399zbMath1489.60136arXiv1809.04428OpenAlexW2892041543MaRDI QIDQ2137028

Clayton Barnes

Publication date: 16 May 2022

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1809.04428

zbMATH Keywords

Brownian motiondiscrete approximationlocal timerandom walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Jump processes on general state spaces (60J76)

Cites Work

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• Stationary distributions for diffusions with inert drift
• Markov processes with product-form stationary distribution
• Processes with inert drift
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• Billiards with Markovian reflection laws
• Hydrodynamic limit and propagation of chaos for Brownian particles reflecting from a Newtonian barrier
• Brownian Motion
• On the path of an inert object impinged on one side by a Brownian particle

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