6 problems
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Stationary product form for a stable-like inert-drift process on the circle
Let be the unit circle, let be the distribution of the discrete process on equally spaced points, and let be . Define . Let…
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Convergence to an inert-drift diffusion on a circle
Let be the circle of radius centered at , let be the projection of onto the tangent line to at , and let be the d…
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Convergence to a potential-driven inert-drift diffusion
Let be a domain, let be , and let be the distribution of the associated semi-discrete process. Let solve … where is…
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Convergence to the inert-drift diffusion with potential
Let be a domain, let be a potential, and let be the distribution of the semi-discrete process constructed from the lat…
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Convergence to normally reflected Brownian motion with inert drift
Let be a bounded connected domain, let be its connected square-lattice approximation with mesh , and let be the distribution of the resultin…
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Convergence to reflected Brownian motion with inert drift on an interval
Convergence conjecture. As , should converge to the distribution of reflected Brownian motion in with inert drift.