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pro vyhledávání: '"Elephant Random Walk Mathematics Subject Classification: 60G50"'
Autor:
Jean Bertoin
Publikováno v:
Progress in Probability ISBN: 9783030607531
A noise reinforced Brownian motion is a centered Gaussian process $\hat B=(\hat B(t))_{t\geq 0}$ with covariance $E(\hat B(t)\hat B(s))=(1-2p)^{-1}t^ps^{1-p} \quad \text{for} \quad 0\leq s \leq t,$ where $p\in(0,1/2)$ is a reinforcement parameter. Ou
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https://explore.openaire.eu/search/publication?articleId=doi_dedup___::82b9eb372f4de36b6d6fb4c8b85227d2
https://hal.science/hal-02341310v2
https://hal.science/hal-02341310v2
