Pages that link to "Item:Q674516"

The following pages link to Weak limits of perturbed random walks and the equation \(Y_ t = B_ t+\alpha\sup\{Y_ s:s \leq t\} + \beta\inf\{Y_ s:s\leq t\}\) (Q674516):

Displaying 22 items.

• Transience, recurrence and speed of diffusions with a non-Markovian two-phase ``use it or lose it'' drift (Q479704) (← links)
• Some calculations for doubly perturbed Brownian motion (Q1613581) (← links)
• Density functions of doubly-perturbed stochastic differential equations with jumps (Q1705064) (← links)
• Approximate solutions for a class of doubly perturbed stochastic differential equations (Q1711275) (← links)
• Strong rate of convergence for the Euler-Maruyama approximation of one-dimensional stochastic differential equations involving the local time at point zero (Q1713855) (← links)
• Numerical solutions of doubly perturbed stochastic delay differential equations driven by Lévy process (Q1925614) (← links)
• Excited Brownian motions as limits of excited random walks (Q1934358) (← links)
• Approximation of Euler-Maruyama for one-dimensional stochastic differential equations involving the maximum process (Q1985372) (← links)
• Convergence of random walks with Markovian cookie stacks to Brownian motion perturbed at extrema (Q2073177) (← links)
• The averaging method for doubly perturbed distribution dependent SDEs (Q2170241) (← links)
• Fine mesh limit of the VRJP in dimension one and Bass-Burdzy flow (Q2182118) (← links)
• Almost sure behavior of linearly edge-reinforced random walks on the half-line (Q2243903) (← links)
• Greedy walk on the real line (Q2352757) (← links)
• Doubly perturbed neutral stochastic functional equations (Q2389566) (← links)
• Snakes and perturbed random walks (Q2446212) (← links)
• Convergence to the maximum process of a fractional Brownian motion with shot noise (Q2453918) (← links)
• Doubly perturbed jump-diffusion processes (Q2518282) (← links)
• Explicit Laws for the Records of the Perturbed Random Walk on ℤ $$\mathbb {Z}$$ (Q5126600) (← links)
• Existence and pathwise uniqueness of solutions for stochastic differential equations involving the local time at point zero (Q5880397) (← links)
• The range of once‐reinforced random walk in one dimension (Q6073627) (← links)
• Perturbations of singular fractional SDEs (Q6098996) (← links)
• Strong convergence of Euler-Maruyama schemes for doubly perturbed McKean-Vlasov stochastic differential equations (Q6118858) (← links)