| Título: | Processes with inert drift |
| Autores: | White, David W; Belmont University |
| Fecha: | 2007-01-01 |
| Publicador: | Electronic journal of probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
Brownian motion; local time; Skorohod lemma 60J65; 60J55 |
| Descripción: | We construct a stochastic process whose drift is a function of the process's local time at a reflecting barrier. The process arose as a model of the interactions of a Brownian particle and an inert particle in a paper by Knight [7]. We construct and give asymptotic results for two different arrangements of inert particles and Brownian particles, and construct the analogous process in higher dimensions. |
| Idioma: | No aplica |
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