𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Range of Brownian Motion with Drift

✍ Scribed by Etienne Tanré; Pierre Vallois

Publisher
Springer US
Year
2006
Tongue
English
Weight
236 KB
Volume
19
Category
Article
ISSN
0894-9840

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Drifting Games and Brownian Motion
Drifting Games and Brownian Motion
✍ Yoav Freund; Manfred Opper 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 269 KB

We combine the results of [13] and [8] and derive a continuous variant of a large class of drifting games. Our analysis furthers the understanding of the relationship between boosting, drifting games, and Brownian motion and yields a differential equation that describes the core of the problem.

Brownian motion with inert drift, but wi
Brownian motion with inert drift, but without flux: A model
✍ Krzysztof Burdzy; Robert Hołyst; Łukasz Pruski 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 177 KB

We study the motion of a Brownian particle which interacts with a stationary obstacle in two dimensions. The Brownian particle acquires drift proportionally to the time spent on the boundary of the obstacle. The system approaches equilibrium, and the equilibrium distribution for the location and dri