𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Ito's formula for a random walk

✍ Scribed by R. Kudžma

Publisher
Springer
Year
1982
Tongue
English
Weight
300 KB
Volume
22
Category
Article
ISSN
0363-1672

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Random walk on a random walk
Random walk on a random walk
✍ K.W. Kehr; R. Kutner 📂 Article 📅 1982 🏛 Elsevier Science 🌐 English ⚖ 783 KB
Biased random walk on a biased random wa
Biased random walk on a biased random walk
✍ R. Kutner 📂 Article 📅 1991 🏛 Elsevier Science 🌐 English ⚖ 329 KB

We consider the random walk of a particle along topologically linear channels under the influence of a uniform drift force. The channels are generated by the usual biased random walk procedure. The resulting mean-and mean-square displacements of a particle are discussed.