Long time asymptotics of a Brownian particle coupled with a random environment with non-diffusive feedback force (Q765879)

The author investigates the long-time asymptotics of a Brownian particle interacting with an anomalously diffusing field whose evolution depends on the position of the particle. The variance remains bounded in the case of a subdiffusive field (modeled by the Riemann-Liouville fractional derivative). It grows in time \(t\) like \(t^{2\gamma-1}\) with \(1/2 < \gamma < 1\) in case of a superdiffusive field of which two different kinds are considered (one described by the fractional Laplacian, the other by the Riemann-Liouville fractional integral). The investigation is done by an analysis of three respective systems of two coupled Itô stochastic differential equations. Three theorems are stated and proved in great detail.