Processes with inert drift
نویسندگان
چکیده
منابع مشابه
Processes with Inert Drift
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 [7]. We construct and give asymptotic results for two different arrangements of inert particles and Brownian particles, and construct the analogous process in R.
متن کاملStationary Distributions for Jump Processes with Inert Drift
We analyze jump processes Z with “inert drift” determined by a “memory” process S. The state space of (Z, S) is the Cartesian product of the unit circle and the real line. We prove that the stationary distribution of (Z, S) is the product of the uniform probability measure and a Gaussian distribution.
متن کاملStationary distributions for diffusions with inert drift
Consider a reflecting diffusion in a domain in R that acquires drift in proportion to the amount of local time spent on the boundary of the domain. We show that the stationary distribution for the joint law of the position of the reflecting process and the value of the drift vector has a product form. Moreover, the first component is the symmetrizing measure on the domain for the reflecting dif...
متن کاملShocks in One-dimensional Processes with Drift
The local structure of shocks in one-dimensional, nearest neighbor attractive systems with drift and conserved density is reviewed. The systems include the asymmetric simple exclusion, the zero range and the ‘misanthropes’ processes. The microscopic shock is identified by a ‘second class particle’ initially located at the origin. Second class particles also describe the behavior of the characte...
متن کاملUniqueness of Stable Processes with Drift
Suppose that d ≥ 1 and α ∈ (1, 2). Let Y be a rotationally symmetric α-stable process on R and b an R-valued measurable function on R belonging to a certain Kato class of Y . We show that dX t = dYt + b(X b t )dt with X b 0 = x has a unique weak solution for every x ∈ R. Let L = −(−∆) + b · ∇, which is the infinitesimal generator of X. Denote by C∞ c (R) the space of smooth functions on R with ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Electronic Journal of Probability
سال: 2007
ISSN: 1083-6489
DOI: 10.1214/ejp.v12-465