2 papers
math.PR2017
Recurrence of Multidimensional Persistent Random Walks. Fourier and Series Criteria
Peggy Cénac, Basile De Loynes, Yoann Offret +1
The recurrence features of persistent random walks built from variable length Markov chains are investigated. We observe that these stochastic processes can be seen as L{é}vy walks…
math.PR2012
Invariant distributions and scaling limits for some diffusions in time-varying random environments
Yoann Offret
We consider a family of one-dimensional diffusions, in dynamical Wiener mediums, which are random perturbations of the Ornstein-Uhlenbeck diffusion process. We prove quenched and a…