✦ LIBER ✦

Sticky Brownian motion as the strong limit of a sequence of random walks

✍ Scribed by Madjid Amir

Book ID: 107950388
Publisher: Elsevier Science
Year: 1991
Tongue: English
Weight: 864 KB
Volume: 39
Category: Article
ISSN: 0304-4149
DOI: 10.1016/0304-4149(91)90080-v

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Excited Brownian motions as limits of ex

Excited Brownian motions as limits of excited random walks

✍ Raimond, Olivier; Schapira, Bruno 📂 Article 📅 2011 🏛 Springer 🌐 English ⚖ 361 KB

Weak Convergence Theorem of a Nonnegativ

Weak Convergence Theorem of a Nonnegative Random Walk to Sticky Reflected Brownian Motion

✍ Hirotaka Fushiya 📂 Article 📅 2009 🏛 Springer US 🌐 English ⚖ 529 KB

Scaled Brownian motion as a mean-field m

Scaled Brownian motion as a mean-field model for continuous-time random walks

✍ Thiel, Felix; Sokolov, Igor M. 📂 Article 📅 2014 🏛 The American Physical Society 🌐 English ⚖ 122 KB

Brownian motion on a manifold as a limit

Brownian motion on a manifold as a limit of Brownian motions with drift

✍ P. Yu. Tarasenko 📂 Article 📅 2007 🏛 SP MAIK Nauka/Interperiodica 🌐 English ⚖ 380 KB

Diffusions as a limit of stretched Brown

Diffusions as a limit of stretched Brownian motions

✍ J.K Brooks; R.V Chacon 📂 Article 📅 1983 🏛 Elsevier Science 🌐 English ⚖ 723 KB

In this paper we shall show that every linear regular diffusion is a pathwise limit of processes which are rather simple in nature. These simple processes, which may be considered to be the basic building blocks of a general diffusion, are called stretched Brownian motions. They behave like Brownian

The most visited site of Brownian motion

The most visited site of Brownian motion and simple random walk

✍ Richard F. Bass; Philip S. Griffin 📂 Article 📅 1985 🏛 Springer 🌐 English ⚖ 713 KB