Limit behaviour of random walks on ℤmwith two-sided membrane
DOI10.1051/ps/2022009zbMath1520.60036arXiv2108.02193MaRDI QIDQ6175886
Andrey Yu. Pilipenko, Unnamed Author, Ilya Pavlyukevitch
Publication date: 21 August 2023
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2108.02193
weak convergenceWalsh's Brownian motionperturbed random walkskew Brownian motionmartingale characterizationtwo-sided membrane
Martingales with discrete parameter (60G42) Sums of independent random variables; random walks (60G50) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Diffusion processes (60J60) Processes in random environments (60K37) Local time and additive functionals (60J55)
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