SOME BASIC PROPERTIES OF THE NOISE REINFORCED BROWNIAN MOTION

  • Herry Pribawanto Suryawan Department of Mathematics, Faculty of Science and Technology, Sanata Dharma University
DOI: https://doi.org/10.30598/barekengvol16iss2pp363-370
Keywords: noise reinforced Brownian motion, integral representation, Markov property, martingale property

Abstract

Noise reinforced Brownian motion appears as the universal limit of the step reinforced random walk. This article aims to study some basic properties of the noise reinforced Brownian motion. As main results, we prove integral representation, series expansion, Markov property, and martingale property of the noise reinforced Brownian motion.

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Published
2022-06-01
How to Cite
[1]
H. Suryawan, “SOME BASIC PROPERTIES OF THE NOISE REINFORCED BROWNIAN MOTION”, BAREKENG: J. Math. & App., vol. 16, no. 2, pp. 363-370, Jun. 2022.
Issue
Vol 16 No 2 (2022): BAREKENG: Jurnal Ilmu Matematika dan Terapan
Section
Articles

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