Convergence of jump processes with stochastic intensity to Brownian motion with inert drift
Author:
Affiliation:
1. Technion-Israel’s Institute of Technology
Publisher
Bernoulli Society for Mathematical Statistics and Probability
Subject
Statistics and Probability
Reference13 articles.
1. Barnes, C., Burdzy, K. and Gauthier, C.-E. (2019). Billiards with Markovian reflection laws. Electron. J. Probab. 24 Paper No. 147, 32.
2. Barnes, C.L. (2020). Hydrodynamic limit and propagation of chaos for Brownian particles reflecting from a Newtonian barrier. Ann. Appl. Probab. 30 1582–1613.
3. Bass, R.F., Burdzy, K., Chen, Z.-Q. and Hairer, M. (2010). Stationary distributions for diffusions with inert drift. Probab. Theory Related Fields 146 1–47.
4. Brémaud, P. (1981). Point Processes and Queues: Martingale Dynamics. Springer Series in Statistics. New York-Berlin: Springer.
5. Burdzy, K. and White, D. (2008). Markov processes with product-form stationary distribution. Electron. Commun. Probab. 13 614–627.
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