Perturbed Brownian motions
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Publication:1362846
DOI10.1007/S004400050113zbMATH Open0884.60082OpenAlexW2024329804MaRDI QIDQ1362846FDOQ1362846
Mihael Perman, Wendelin Werner
Publication date: 1 April 1998
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s004400050113
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- The averaging method for doubly perturbed distribution dependent SDEs
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- Absolute continuity of the laws of perturbed diffusion processes and perturbed reflected diffusion processes
- Multi-excited random walks on integers
- ON ONE-DIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS INVOLVING THE MAXIMUM PROCESS
- Convergence of random walks with Markovian cookie stacks to Brownian motion perturbed at extrema
- Minimizing the time to a decision
- Spectrally Negative Lévy Processes Perturbed by Functionals of their Running Supremum
- Path decompositions of perturbed reflecting Brownian motions
- Approximate solutions for a class of doubly perturbed stochastic differential equations
- Convergence to the maximum process of a fractional Brownian motion with shot noise
- Greedy walk on the real line
- Some calculations for doubly perturbed Brownian motion
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