Brownian Motion with a Singular Drift
Probability
2024-03-12 v1
Abstract
We study the effect of a power law drift on Brownian motion in the positive half-line, where the order of the drift at 0 and infinity is different.
Keywords
Cite
@article{arxiv.2403.06043,
title = {Brownian Motion with a Singular Drift},
author = {Dante DeBlassie and Adina Oprisan and Robert G. Smits},
journal= {arXiv preprint arXiv:2403.06043},
year = {2024}
}
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29 pages