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Theory of Stochastic Processes, 2015, Volume 20(36), Issue 2, Pages 97–104 (Mi thsp105)  
This article is cited in 1 scientific paper (total in 1 paper)

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

Andrey Pilipenkoab, Lyudmila Sakhanenkoc

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
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Abstract: 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.
Keywords: Skew Brownian motion, invariance principle, perturbed random walk.
Funding agency Grant number
National Academy of Sciences of Ukraine 09-01-14
Bibliographic databases:
Document Type: Article
MSC: 60F17, 60J50, 60J55
Language: English
Citation: Andrey Pilipenko, Lyudmila Sakhanenko, “On a limit behavior of a one-dimensional random walk with non-integrable impurity”, Theory Stoch. Process., 20(36):2 (2015), 97–104
Citation in format AMSBIB
\Bibitem{PilSak15}
\by Andrey Pilipenko, Lyudmila Sakhanenko
\paper On a limit behavior of a one-dimensional random walk with non-integrable impurity
\jour Theory Stoch. Process.
\yr 2015
\vol 20(36)
\issue 2
\pages 97--104
\mathnet{http://mi.mathnet.ru/thsp105}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3510231}
\zmath{https://zbmath.org/?q=an:1363.60098}
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  • https://www.mathnet.ru/eng/thsp/v20/i2/p97
    • This publication is cited in the following 1 articles:
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    		Theory of Stochastic Processes
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