Rate of convergence of some self-attracting diffusions

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

zbMATH Keywords

stopping time; comparison result; almost sure convergence; long memory process

Mathematics Subject Classification ID

60F15: Strong limit theorems

60G40: Stopping times; optimal stopping problems; gambling theory

60J60: Diffusion processes

60H20: Stochastic integral equations

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Cites Work

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• Self-attracting diffusions: Case of the constant interaction
• Boundedness and convergence of some self-attracting diffusions
• Self attracting diffusions: Two case studies