WebMar 1, 2024 · Abstract This paper deals with an important sticky diffusion process which is constructed by independently changing the signs of excursions of a reflected sticky Brownian motion. We compute the... WebMay 24, 2024 · Download PDF Abstract: We consider n-point sticky Brownian motions: a family of n diffusions that evolve as independent Brownian motions when they are apart, …

[1906.06803] Sticky Brownian Motion and …

WebAug 18, 2024 · In this paper, reflected operator fractional Brownian motion, sticky operator fractional Brownian motion, and a d-node tandem fluid queue with long-range dependent inputs and sticky boundaries are ... harrowbeard house

Hitting Time Problems of Sticky Brownian Motion and …

WebSticky Brownian motion In this section we consider the SDE system (2.1)dXt=I(Xt6=0) dBt I(Xt=0)dt=1 d‘0 t(X(2.2) ) for Brownian motionXinIRsticky at 0 , whereX0=xinIR,„ 2(0;1) is a given constant,‘0(X) is the local time ofXat 0 , andBis a standard Brownian motion. Webas a sticky reflected Brownian motion in the wedge. The latter be-haves as a Brownian motion with constant drift vector and diffusion matrix in the interior of the wedge, and reflects at the boundary of the wedge after spending an instant of time there. In particular, this leads to a natural multidimensional generalization of sticky Brownian WebWe study exclusion processes on the integer lattice in which particles change their velocities due to stickiness. Specifically, whenever two or more particles occupy adjacent sites, they stick together for an extended period of time, and the entire particle system is slowed down until the “collision” is resolved. charging station tables for sale