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Processes with inert drift

   
@article{EJP465,
	author = {David White},
	title = {Processes with inert drift},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {12},
	year = {2007},
	keywords = {Brownian motion; local time; Skorohod lemma},
	abstract = {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 a paper by Knight [7].  We construct and give asymptotic results for two different arrangements of inert particles and Brownian particles, and construct the analogous process in higher dimensions.},
	pages = {no. 55, 1509-1546},
	issn = {1083-6489},
	doi = {10.1214/EJP.v12-465},    
        url = {http://ejp.ejpecp.org/article/view/465}}