Self-avoiding random walk: A Brownian motion model with local time drift (Q1087233): Difference between revisions

It is difficult to construct and analyze ''self-avoiding random walks''. In this important paper the authors study a Brownian motion model using the stochastic differential equation \[ X_ t=B_ t-\int^{t}_{0}g(X_ s,L(s,X_ s))ds \] where L is the local time of X. Some ergodic results for \(X_ t\) are also derived. This analysis is not easy. The reader interested in physical motivation will have to consult the sources given in the bibliography.