A gaussian oscillator

Electronic Communications in Probability

Volumn 9, Issue , 2004, Pages 92-95

  Burdzy, Krzysztof ^a   White, David ^a  

^a UNIVERSITY OF WASHINGTON   (United States)

Author keywords

Sawtooth process; Stationary distribution

Indexed keywords

EID: 5644277727     PISSN: None     EISSN: 1083589X     Source Type: Journal    
DOI: 10.1214/ECP.v9-1113     Document Type: Article

References (3)

1. S. Ethier and T. Kurtz Markov processes. Characterization and convergence. John Wiley & Sons, Inc., New York, 1986.
2. F. Knight, On the path of an inert object impinged on one side by a Brownian particle. Probab. Theory Related Fields 121, (2001) 577-598.
3. D. White, Processes with inert drift. Ph.D. Thesis, University of Washington (forthcoming)