Noise reinforced Levy processes: Levy-Ito decomposition and applications

Rosales-Ortiz, A

Rosales-Ortiz, A (通讯作者),Univ Zurich, Zurich, Switzerland.

ELECTRONIC JOURNAL OF PROBABILITY, 2023; 28 ():

Abstract

A step reinforced random walk is a discrete time process with memory such that at each time step, with fixed probability p is an element of(0, 1), it ......

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