Processes with inert drift

Details Processes with inert drift Processes with inert drift

2006-04-03

arxiv.org/abs/math/0604052v2

Mathematics

Probability

4 figures

Scientific paper

We construct a stochastic process whose drift is a function of the process's local time at a reflecting barrier. The process arose as a model of the interactions of a Brownian particle and an inert particle in (Knight, 2001). Interesting asymptotic results are obtained for two different arrangements of inert particles and Brownian particles. A version of the process in $\Re^d$ is also constructed.

Affiliated with

Also associated with

No associations

Rating

Processes with inert drift does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Processes with inert drift, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Processes with inert drift will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-444278