A class of nonlinear random walks related to the Ornstein-Uhlenbeck process

zbMath1235.60097arXiv1107.0850MaRDI QIDQ3099234

S. A. Muzychka, K. L. Vaninskij

Publication date: 1 December 2011

Full work available at URL: https://arxiv.org/abs/1107.0850

zbMATH Keywords

random walknonlinear Markov process

Mathematics Subject Classification ID

Trade models (91B60) Continuous-time Markov processes on discrete state spaces (60J27)

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