Processes with inert drift
| dc.creator | White, David | |
| dc.date | 2006-04-03 | |
| dc.date | 2006-04-03 | |
| dc.date.accessioned | 2026-07-07T07:10:27Z | |
| dc.date.available | 2026-07-07T07:10:27Z | |
| dc.description | 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 (Knight, 2001). Interesting asymptotic results are obtained for two different arrangements of inert particles and Brownian particles. A version of the process in $\Re^d$ is also constructed. | |
| dc.description | 4 figures | |
| dc.identifier | https://arxiv.org/abs/math/0604052 | |
| dc.identifier | http://arxiv.org/abs/math/0604052 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/111428 | |
| dc.subject | Probability | |
| dc.subject | 60J65; 60J55 | |
| dc.title | Processes with inert drift | |
| dc.type | text |