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.

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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