搜索结果: 1-1 共查到“数学 Excited Brownian motions”相关记录1条 . 查询时间(0.046 秒)
Excited Brownian motions as limits of excited random walks
Excited Brownian motions limits of excited random walks
2010/12/14
We obtain the convergence in law of a sequence of excited (also called cookies) random walks toward an excited Brownian motion. This last process is a continuous semi-martingale whose drift is a funct...