Upper and lower limits of doubly perturbed Brownian motion
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Publication:1978134
DOI10.1016/S0246-0203(00)00123-0zbMATH Open0969.60082OpenAlexW2167825804MaRDI QIDQ1978134FDOQ1978134
Authors: Loïc Chaumont, Ronald A. Doney, Yueyun Hu 
Publication date: 23 September 2001
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=AIHPB_2000__36_2_219_0
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- Explicit Laws for the Records of the Perturbed Random Walk on ℤ $$\mathbb {Z}$$
- Numerical solutions of doubly perturbed stochastic delay differential equations driven by Lévy process
- Rate of convergence of the perturbed diffusion process to its unperturbed limit
- A lifetime of excursions through random walks and Lévy processes
- 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
- Approximate solutions for a class of doubly perturbed stochastic differential equations
- Strong convergence of Euler-Maruyama schemes for doubly perturbed McKean-Vlasov stochastic differential equations
- Some calculations for doubly perturbed Brownian motion
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