BAREKENG: Jurnal Ilmu Matematika dan Terapan
Vol 16 No 2 (2022): BAREKENG: Jurnal Ilmu Matematika dan Terapan

SOME BASIC PROPERTIES OF THE NOISE REINFORCED BROWNIAN MOTION

Herry Pribawanto Suryawan (Department of Mathematics, Faculty of Science and Technology, Sanata Dharma University)

Article Info

Publish Date
01 Jun 2022

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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Journal Info
BAREKENG: Jurnal Ilmu Matematika dan Terapan
Website

Abbrev

barekeng

Publisher

Universitas Pattimura

Subject

Computer Science & IT Control & Systems Engineering Economics, Econometrics & Finance Energy Engineering Mathematics Mechanical Engineering Physics Transportation

Description

BAREKENG: Jurnal ilmu Matematika dan Terapan is one of the scientific publication media, which publish the article related to the result of research or study in the field of Pure Mathematics and Applied Mathematics. Focus and scope of BAREKENG: Jurnal ilmu Matematika dan Terapan, as follows: - Pure ...