Brownian motion and random walk perturbed at extrema
DOI10.1007/S004400050215zbMATH Open0930.60041OpenAlexW2026091735MaRDI QIDQ1291954FDOQ1291954
Authors: Burgess Davis 
Publication date: 15 February 2000
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s004400050215
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Cited In (29)
- Transience/recurrence and the speed of a one-dimensional random walk in a ``have your cookie and eat it environment
- Role of depletion on the dynamics of a diffusing forager
- Limit laws of transient excited random walks on integers
- Existence and pathwise uniqueness of solutions for stochastic differential equations involving the local time at point zero
- An expansion for self-interacting random walks
- Snakes and perturbed random walks
- Doubly perturbed jump-diffusion processes
- Doubly perturbed neutral diffusion processes with Markovian switching and Poisson jumps
- Rough differential equations containing path-dependent bounded variation terms
- An asymptotic result for Brownian polymers
- Transportation inequalities for doubly perturbed stochastic differential equations with Markovian switching
- Reinforced Brownian motion: a prototype
- Excited random walk against a wall
- Smooth densities of the laws of perturbed diffusion processes
- Density functions of doubly-perturbed stochastic differential equations with jumps
- Excited against the tide: a random walk with competing drifts
- Transience, recurrence and speed of diffusions with a non-Markovian two-phase ``use it or lose it drift
- Perturbed uncertain differential equations and perturbed reflected canonical process
- Absolute continuity of the laws of perturbed diffusion processes and perturbed reflected diffusion processes
- Explicit laws for the records of the perturbed random walk on \(\mathbb{Z} \)
- Monotonicity for excited random walk in high dimensions
- On the speed of a cookie random walk
- Multi-excited random walks on integers
- Convergence of random walks with Markovian cookie stacks to Brownian motion perturbed at extrema
- A Random Walk with Collapsing Bonds and Its Scaling Limit
- Path decompositions of perturbed reflecting Brownian motions
- Existence and uniqueness of solutions for perturbed stochastic differential equations with reflected boundary
- Greedy walk on the real line
- Some calculations for doubly perturbed Brownian motion
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