Excited Brownian Motions
Probability
2010-10-19 v3
Abstract
We study a natural continuous time version of excited random walks, introduced by Norris, Rogers and Williams about twenty years ago. We obtain a necessary and sufficient condition for recurrence and for positive speed. This is analogous to results for excited (or cookie) random walks.
Keywords
Cite
@article{arxiv.0810.3538,
title = {Excited Brownian Motions},
author = {Olivier Raimond and Bruno Schapira},
journal= {arXiv preprint arXiv:0810.3538},
year = {2010}
}