Andrey Pilipenko, Lyudmila Sakhanenko, “On a limit behavior of a one-dimensional random walk with non-integrable impurity”, Theory Stoch. Process., 2015, том 20(36), выпуск 2,страницы 97

Эта публикация цитируется в 1 статье

On a limit behavior of a one-dimensional random walk with non-integrable impurity

Andrey Pilipenko^ab, Lyudmila Sakhanenko^c

^a National Technical University of Ukraine "Kyiv Polytechnical Institute"
^b Institute of Mathematics, National Academy of Sciences of Ukraine, Kyiv, Ukraine
^c Department of Probability and Statistics, Michigan State University, East Lansing, USA

Аннотация: We consider the limit behavior of a one-dimensional symmetric random walk that is perturbed at zero. For the natural scaling of time and space the invariance principle is proved. The limit process is a skew Brownian motion.

Ключевые слова: Skew Brownian motion, invariance principle, perturbed random walk.

MSC: 60F17, 60J50, 60J55

Язык публикации: английский