Boundedness and convergence of some self-attracting diffusions

DOI10.1007/S00208-002-0370-0MaRDI QIDQ1865693zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Sample path properties (60G17)

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Cited in

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• 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
• Self-repelling diffusions on a Riemannian manifold
• Strongly self-interacting processes on the circle
• Deviation properties for linear self-attracting diffusion process and applications
• Self-interacting diffusions: a simulated annealing version
• Transition times and stochastic resonance for multidimensional diffusions with time periodic drift: a large deviations approach
• Rate of convergence of some self-attracting diffusions
• An asymptotic result for Brownian polymers
• The ODE method for some self-interacting diffusions on \(\mathbb R^d\)
• Excited Brownian motions as limits of excited random walks
• Self-interacting diffusions. III: Symmetric interactions
• Convergence and parameter estimation of the linear weighted-fractional self-repelling diffusion
• The local time of the linear self-attracting diffusion driven by weighted fractional Brownian motion
• Least squares estimation for the linear self-repelling diffusion driven by \(\alpha \)-stable motions
• The laws of large numbers associated with the linear self-attracting diffusion driven by fractional Brownian motion and applications
• Ergodicity of self-attracting motion
• The long time behavior of the fractional Ornstein-Uhlenbeck process with linear self-repelling drift
• Some particular self-interacting diffusions: ergodic behaviour and almost sure convergence
• On the linear fractional self-attracting diffusion

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