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Paper detail

Excited Brownian Motions

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.

preprint2010arXivOpen access
Olivier RaimondBruno Schapira
math.PR
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Olivier RaimondBruno Schapira

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