Weak limits of perturbed random walks and the equation Y_ t = B_ t+\Y_ s:s t\ + \Y_ s:s t\
From MaRDI portal
Publication:674516
Recommendations
Cites work
- scientific article; zbMATH DE number 4161783 (Why is no real title available?)
- scientific article; zbMATH DE number 4123000 (Why is no real title available?)
- scientific article; zbMATH DE number 816095 (Why is no real title available?)
- An excursion approach to Ray-Knight theorems for perturbed Brownian motion
- Beta Variables as Times Spent in [0, ∞[ By Certain Perturbed Brownian Motions
- Convergence of stochastic processes
- Enlacements du Mouvement Brownien Autour Des Courbes de L'Espace
- Generalized Ray-Knight theory and limit theorems for self-interacting random walks on \(\mathbb{Z}^ 1\)
- On skew Brownian motion
- Phase transition in reinforced random walk and RWRE on trees
- Recurrence of reinforced random walk on a ladder
- Reinforced random walk
- Some extensions of the arc sine law as partial consequences of the scaling property of Brownian motion
- The ``true self-avoiding walk with bond repulsion on \(\mathbb{Z}\): Limit theorems
- Vertex-reinforced random walk
- `True' self-avoiding walks with generalized bond repulsion on \(\mathbb{Z}\)
Cited in
(24)- Greedy walk on the real line
- Some calculations for doubly perturbed Brownian motion
- 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
- Snakes and perturbed random walks
- Perturbations of singular fractional SDEs
- The range of once‐reinforced random walk in one dimension
- Doubly perturbed neutral stochastic functional equations
- Doubly perturbed jump-diffusion processes
- Rough differential equations containing path-dependent bounded variation terms
- 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
- Explicit laws for the records of the perturbed random walk on \(\mathbb{Z} \)
- 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
- Strong rate of convergence for the Euler-Maruyama approximation of one-dimensional stochastic differential equations involving the local time at point zero
This page was built for publication: Weak limits of perturbed random walks and the equation \(Y_ t = B_ t+\alpha\sup\{Y_ s:s \leq t\} + \beta\inf\{Y_ s:s\leq t\}\)
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q674516)
