Self attracting diffusions: Two case studies

DOI10.1007/BF01460980zbMath0838.60052OpenAlexW2080710807MaRDI QIDQ1907181

Yves Le Jan, Michael Craig Cranston

Publication date: 27 May 1996

Published in: Mathematische Annalen (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/165358

zbMATH Keywords

functional stochastic differential equationsself attractiveness

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (24)

Deviation properties for linear self-attracting diffusion process and applications ⋮ Self-repelling diffusions via an infinite dimensional approach ⋮ Unnamed Item ⋮ 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 ⋮ Strongly self-interacting processes on the circle ⋮ The laws of large numbers associated with the linear self-attracting diffusion driven by fractional Brownian motion and applications ⋮ Excited Brownian motions as limits of excited random walks ⋮ 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 ⋮ On the linear fractional self-attracting diffusion ⋮ Long time behaviour and stationary regime of memory gradient diffusions ⋮ Self-repelling diffusions on a Riemannian manifold ⋮ Rate of convergence of some self-attracting diffusions ⋮ 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 ⋮ Random walk with memory ⋮ Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise ⋮ Self-interacting diffusions: a simulated annealing version ⋮ Least squares estimation for the linear self-repelling diffusion driven by \(\alpha \)-stable motions ⋮ Self-interacting diffusions. III: Symmetric interactions

Cites Work

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• Self-avoiding random walk: A Brownian motion model with local time drift
• Asymptotic behavior of Brownian polymers
• The strong law of large numbers for a Brownian polymer

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