Weak limits of perturbed random walks and the equation Y_ t = B_ t+\Y_ s:s t\ + \Y_ s:s t\
DOI10.1214/AOP/1041903215zbMATH Open0870.60076OpenAlexW2010634466MaRDI QIDQ674516FDOQ674516
Authors: Burgess Davis 
Publication date: 30 July 1997
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1041903215
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Cites Work
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Cited In (24)
- Approximation of Euler-Maruyama for one-dimensional stochastic differential equations involving the maximum process
- Existence and pathwise uniqueness of solutions for stochastic differential equations involving the local time at point zero
- Perturbations of singular fractional SDEs
- The range of once‐reinforced random walk in one dimension
- Snakes and perturbed random walks
- Doubly perturbed neutral stochastic functional equations
- Doubly perturbed jump-diffusion processes
- Rough differential equations containing path-dependent bounded variation terms
- 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
- Almost sure behavior of linearly edge-reinforced random walks on the half-line
- Fine mesh limit of the VRJP in dimension one and Bass-Burdzy flow
- Density functions of doubly-perturbed stochastic differential equations with jumps
- Transience, recurrence and speed of diffusions with a non-Markovian two-phase ``use it or lose it drift
- The averaging method for doubly perturbed distribution dependent SDEs
- Convergence of random walks with Markovian cookie stacks to Brownian motion perturbed at extrema
- Perturbed Skorohod equations and perturbed reflected diffusion processes
- Excited Brownian motions as limits of excited random walks
- 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
- Convergence to the maximum process of a fractional Brownian motion with shot noise
- Greedy walk on the real line
- Strong rate of convergence for the Euler-Maruyama approximation of one-dimensional stochastic differential equations involving the local time at point zero
- Some calculations for doubly perturbed Brownian motion
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