Excited Brownian Motions
Résumé
We introduce and study a natural continuous time version of excited random walks. In the case of nonnegative drift, we obtain a necessary and sufficient condition for recurrence. This result is analogous to Zerner's result \cite{Zer1} for excited (or cookie) random walks. We use similar arguments.
Domaines
Probabilités [math.PR]Origine | Fichiers produits par l'(les) auteur(s) |
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