Self-avoiding random walk: A Brownian motion model with local time drift
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It is difficult to construct and analyze self-avoiding random walks. In this important paper the authors study a Brownian motion model using the stochastic differential equation \[ X_ t=B_ t-\int^{t}_{0}g(X_ s,L(s,X_ s))ds \] where L is the local time of X. Some ergodic results for \(X_ t\) are also derived. This analysis is not easy. The reader interested in physical motivation will have to consult the sources given in the bibliography.
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Cites work
- scientific article; zbMATH DE number 4020069 (Why is no real title available?)
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- scientific article; zbMATH DE number 3894215 (Why is no real title available?)
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- Markov properties of diffusion local time: a martingale approach
- On Edwards' model for long polymer chains
- The statistical mechanics of polymers with excluded volume
Cited in
(37)- Continuity of martingales in the Brownian excursion filtration
- Renormalization of a self-avoiding Brownian motion in two dimensions
- Perturbed random walks and Brownian motions, and local times
- Ray-Knight theorems related to a stochastic flow
- Approximate solutions for a class of doubly perturbed stochastic differential equations
- Stochastic bifurcation models
- The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest
- Self attracting diffusions: Two case studies
- Numerical solutions of doubly perturbed stochastic delay differential equations driven by Lévy process
- Excited Brownian motions as limits of excited random walks
- ``Trees under attack: a Ray-Knight representation of Feller's branching diffusion with logistic growth
- Transportation inequalities for doubly perturbed stochastic differential equations with Markovian switching
- The averaging method for doubly perturbed distribution dependent SDEs
- Random walks avoiding their convex hull with a finite memory
- Doubly perturbed neutral stochastic functional equations
- Doubly perturbed jump-diffusion processes
- Self-interacting diffusions. III: Symmetric interactions
- Perturbed uncertain differential equations and perturbed reflected canonical process
- Rate of convergence of the perturbed diffusion process to its unperturbed limit
- Self-repelling diffusions via an infinite dimensional approach
- scientific article; zbMATH DE number 5733330 (Why is no real title available?)
- Diffusivity bounds for 1D Brownian polymers
- Superdiffusive bounds on self-repellent Brownian polymers and diffusion in the curl of the Gaussian free field in \(d=2\)
- Strong convergence of Euler-Maruyama schemes for doubly perturbed McKean-Vlasov stochastic differential equations
- An infinite-dimensional representation of the Ray-Knight theorems
- Random walk with barycentric self-interaction
- Some particular self-interacting diffusions: ergodic behaviour and almost sure convergence
- Doubly perturbed uncertain differential equations
- Self-interacting diffusions: long-time behaviour and exit-problem in the uniformly convex case
- An invariance principle for the 2d weakly self-repelling Brownian polymer
- Accelerated first-passage dynamics in a non-Markovian feedback Ornstein-Uhlenbeck process
- Diffusive limits for ``true (or myopic) self-avoiding random walks and self-repellent Brownian polymers in \(d \geq \) 3
- Doubly perturbed distribution dependent stochastic differential equation
- An asymptotic result for Brownian polymers
- Une extension des théorèmes de Ray et Knight sur les temps locaux Browniens. (An extension of the theorems of Ray and Knight on Brownian local times)
- Branching processes with interaction and a generalized Ray-Knight theorem
- Doubly perturbed neutral diffusion processes with Markovian switching and Poisson jumps
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