Weak limits of perturbed random walks and the equation Yt = Bt + α sup{Y8: s ≤ t} + β inf{Y8: s ≤ t}1

Annals of Probability

Volumn 24, Issue 4, 1996, Pages 2007-2023

  Davis, Burgess ^a  

^a PURDUE UNIVERSITY   (United States)

Author keywords

Perturbed Brownian motion; Reinforced random walk; Weak convergence

Indexed keywords

EID: 0038969189     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (22)

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