Self-avoiding random walk: A Brownian motion model with local time drift (Q1087233): Difference between revisions
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Latest revision as of 08:49, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Self-avoiding random walk: A Brownian motion model with local time drift |
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Self-avoiding random walk: A Brownian motion model with local time drift (English)
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1987
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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.
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Ray-Knight theorem
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models for self-avoiding random walks
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local time
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