Weak limits of perturbed random walks and the equation Y_ t = B_ t+\Y_ s:s t\ + \Y_ s:s t\

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41)

Cites Work

Convergence of stochastic processes
On skew Brownian motion
Phase transition in reinforced random walk and RWRE on trees
Reinforced random walk
The ``true self-avoiding walk with bond repulsion on $\mathbb{Z}$: Limit theorems
Title not available (Why is that?)
Enlacements du Mouvement Brownien Autour Des Courbes de L'Espace
Beta Variables as Times Spent in [0, ∞[ By Certain Perturbed Brownian Motions
Title not available (Why is that?)
Vertex-reinforced random walk
An excursion approach to Ray-Knight theorems for perturbed Brownian motion
Some extensions of the arc sine law as partial consequences of the scaling property of Brownian motion
`True' self-avoiding walks with generalized bond repulsion on $\mathbb{Z}$
Generalized Ray-Knight theory and limit theorems for self-interacting random walks on $\mathbb{Z}^ 1$
Title not available (Why is that?)
Recurrence of reinforced random walk on a ladder

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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