Processes with inert drift | Zendy

David White | Zendy

AI Assistant Blog Pricing

Home ZAIA Blog

Open Access

Processes with inert drift

Author(s) -

David White

Publication year - 2007

Publication title -

electronic journal of probability

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 1.666

H-Index - 53

ISSN - 1083-6489

DOI - 10.1214/ejp.v12-465

Subject(s) - brownian motion , construct (python library) , mathematics , inert , statistical physics , process (computing) , particle (ecology) , local time , stochastic process , function (biology) , physics , statistics , computer science , quantum mechanics , oceanography , evolutionary biology , biology , programming language , geology , operating system

We construct a stochastic process whose drift is a function of the process'slocal time at a reflecting barrier. The process arose as a model of theinteractions of a Brownian particle and an inert particle in (Knight, 2001).Interesting asymptotic results are obtained for two different arrangements ofinert particles and Brownian particles. A version of the process in $\Re^d$ isalso constructed.

The content you want is available to Zendy users.

Already have an account? Click here to sign in.

Having issues? You can contact us here

Accelerating Research