The strong law of large numbers for a Brownian polymer

DOI10.1214/aop/1065725183zbMath0873.60014OpenAlexW2002212442MaRDI QIDQ2565358

Thomas S. Mountford, Michael Craig Cranston

Publication date: 26 October 1997

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1065725183

zbMATH Keywords

stochastic differential equationstrong law of large numbersBrownian motioncouplingHarris-recurrent property

Mathematics Subject Classification ID

Strong limit theorems (60F15) Stochastic integrals (60H05)

Related Items

Deviation properties for linear self-attracting diffusion process and applications, Self attracting diffusions: Two case studies, Asymptotic properties for quadratic functionals of linear self-repelling diffusion process and applications, Asymptotic behaviour on the linear self-interacting diffusion driven by α-stable motion, The laws of large numbers associated with the linear self-attracting diffusion driven by fractional Brownian motion and applications, Diffusivity bounds for 1D Brownian polymers, The long time behavior of the fractional Ornstein-Uhlenbeck process with linear self-repelling drift, The ODE method for some self-interacting diffusions on \(\mathbb R^d\), Some particular self-interacting diffusions: ergodic behaviour and almost sure convergence, Transience, recurrence and speed of diffusions with a non-Markovian two-phase ``use it or lose it drift, Self-repelling diffusions on a Riemannian manifold, Diffusive limits for ``true (or myopic) self-avoiding random walks and self-repellent Brownian polymers in \(d \geq \) 3, An asymptotic result for Brownian polymers, Inverting the ray-knight identity on the line, Least squares estimation for the linear self-repelling diffusion driven by \(\alpha \)-stable motions, Self-interacting diffusions. III: Symmetric interactions