Year: 2006
Type: preprint
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 (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.
Source: arXiv (Cornell University)
Author: White, David
Institution: Belmont University
Language: English
Subfield: Mathematical Physics
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W2951659679