Rate of convergence of some self-attracting diffusions
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Publication:2485751
DOI10.1016/j.spa.2003.10.012zbMath1075.60101MaRDI QIDQ2485751
Samuel Herrmann, Michael K. R. Scheutzow
Publication date: 5 August 2005
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2003.10.012
60F15: Strong limit theorems
60G40: Stopping times; optimal stopping problems; gambling theory
60J60: Diffusion processes
60H20: Stochastic integral equations
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