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Processes with inert drift


 
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1. Title Title of document Processes with inert drift
 
2. Creator Author's name, affiliation, country David W White; Belmont University
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Brownian motion; local time; Skorohod lemma
 
3. Subject Subject classification 60J65; 60J55
 
4. Description 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.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2007-12-04
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/465
 
10. Identifier Digital Object Identifier 10.1214/EJP.v12-465
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 12
 
12. Language English=en
 
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