Open Access
2007 Processes with inert drift
David White
Author Affiliations +
Electron. J. Probab. 12: 1509-1546 (2007). DOI: 10.1214/EJP.v12-465
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.

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David White "Processes with inert drift," Electronic Journal of Probability 12(none), 1509-1546, (2007). https://doi.org/10.1214/EJP.v12-465
Accepted: 4 December 2007; Published: 2007
Vol.12 • 2007
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