Brownian motion and random walk above quenched random wall
نویسندگان
چکیده
منابع مشابه
On the Random Walk and Brownian Motion
Introduction. Consider on the one hand a separable Brownian motion (Wiener process) X(t), 0^t< «>, with A(0) = 0, and on the other a classical random walk S(n) = E"-i -^<> 1 a« < °°, where Xi, X2, • • • is a sequence of Bernoulli trials with probability 1/2 for A,= +1 and for A,= — 1. It is well known that for the sequence of processes Rk(t), l^k<<», defined by the formula 74(0 = 2~kS([22"t]), ...
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ژورنال
عنوان ژورنال: Annales de l'Institut Henri Poincaré, Probabilités et Statistiques
سال: 2018
ISSN: 0246-0203
DOI: 10.1214/17-aihp859