Boundedness and convergence of some self-attracting diffusions
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Publication:1865693
DOI10.1007/S00208-002-0370-0zbMATH Open1010.60033OpenAlexW2068773871MaRDI QIDQ1865693FDOQ1865693
Authors: Samuel Herrmann, Bernard Roynette 
Publication date: 27 March 2003
Published in: Mathematische Annalen (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00208-002-0370-0
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Cited In (20)
- Strongly self-interacting processes on the circle
- The local time of the linear self-attracting diffusion driven by weighted fractional Brownian motion
- Asymptotic properties for quadratic functionals of linear self-repelling diffusion process and applications
- The ODE method for some self-interacting diffusions on \(\mathbb R^d\)
- Asymptotic behaviour on the linear self-interacting diffusion driven by α-stable motion
- An asymptotic result for Brownian polymers
- Some particular self-interacting diffusions: ergodic behaviour and almost sure convergence
- Self-repelling diffusions on a Riemannian manifold
- Transition times and stochastic resonance for multidimensional diffusions with time periodic drift: a large deviations approach
- Rate of convergence of some self-attracting diffusions
- Ergodicity of self-attracting motion
- The long time behavior of the fractional Ornstein-Uhlenbeck process with linear self-repelling drift
- Deviation properties for linear self-attracting diffusion process and applications
- The laws of large numbers associated with the linear self-attracting diffusion driven by fractional Brownian motion and applications
- Self-interacting diffusions. III: Symmetric interactions
- Least squares estimation for the linear self-repelling diffusion driven by \(\alpha \)-stable motions
- On the linear fractional self-attracting diffusion
- Self-interacting diffusions: a simulated annealing version
- Convergence and parameter estimation of the linear weighted-fractional self-repelling diffusion
- Excited Brownian motions as limits of excited random walks
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