Excited Brownian motions as limits of excited random walks (Q1934358): Difference between revisions
From MaRDI portal
Removed claim: reviewed by (P1447): Item:Q590126 |
Changed an Item |
||
Property / reviewed by | |||
Property / reviewed by: Utkir A. Rozikov / rank | |||
Normal rank |
Revision as of 13:44, 16 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Excited Brownian motions as limits of excited random walks |
scientific article |
Statements
Excited Brownian motions as limits of excited random walks (English)
0 references
28 January 2013
0 references
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.
0 references
excited Brownian motions
0 references
excited random walks
0 references
process
0 references