Excited Brownian motions as limits of excited random walks (Q1934358)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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