Convergence of jump processes with stochastic intensity to Brownian motion with inert drift (Q2137028)

The paper considers a random walker (on the nonnegative lattice and moving in continuoud time) which is described as a jump process with a stochastic and adapted jump intensity. It is shown that, upon Brownian scaling, the sequence of such processes converges to Brownian motion with inert drift (BMID). We note that BMID was introduced by \textit{F. B. Knight} [Probab. Theory Relat. Fields 121, No. 4, 577--598 (2001; Zbl 1015.60072)] and generalized by \textit{D. W. White} [Electron. J. Probab. 12, 1509--1546 (2007; Zbl 1190.60079)].