Excited Brownian motions as limits of excited random walks (Q1934358): Difference between revisions

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Latest revision as of 04:06, 6 July 2024

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Excited Brownian motions as limits of excited random walks
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    Excited Brownian motions as limits of excited random walks (English)
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    28 January 2013
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    The paper is devoted to the class of so-called excited random processes, which are self-interacting processes. In the paper it is shown that excited Brownian motions can be approached in law by multi-excited random walks in the Skorokhod space, i.e. in the sense of the full process.
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    excited Brownian motions
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    excited random walks
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    process
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