Excited Brownian motions as limits of excited random walks (Q1934358)
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scientific article; zbMATH DE number 6131900
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| English | Excited Brownian motions as limits of excited random walks |
scientific article; zbMATH DE number 6131900 |
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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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0.8386757969856262
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0.8378168940544128
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0.8310019373893738
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0.7999671101570129
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0.7939091324806213
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