Processes with inert drift

David White

doi:10.1214/EJP.v12-465

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Home > Journals > Electron. J. Probab. > Volume 12 > Article

2007 Processes with inert drift

David White

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David White¹
¹Belmont University

Electron. J. Probab. 12: 1509-1546 (2007). DOI: 10.1214/EJP.v12-465

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Abstract

We construct a stochastic process whose drift is a function of the process's local time at a reflecting barrier. The process arose as a model of the interactions of a Brownian particle and an inert particle in a paper by Knight [7]. We construct and give asymptotic results for two different arrangements of inert particles and Brownian particles, and construct the analogous process in higher dimensions.