Rate of convergence of some self-attracting diffusions

DOI10.1016/J.SPA.2003.10.012zbMATH Open1075.60101OpenAlexW1981955250MaRDI QIDQ2485751FDOQ2485751

Samuel Herrmann, Michael Scheutzow

Publication date: 5 August 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2003.10.012

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zbMATH Keywords

stopping timealmost sure convergencelong memory processcomparison result

Mathematics Subject Classification ID

Diffusion processes (60J60) Strong limit theorems (60F15) Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic integral equations (60H20)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
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• Self attracting diffusions: Two case studies
• Self-attracting diffusions: Case of the constant interaction
• Boundedness and convergence of some self-attracting diffusions

Cited In (11)

• Boundedness and convergence of some self-attracting diffusions
• 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
• The long time behavior of the fractional Ornstein-Uhlenbeck process with linear self-repelling drift
• Title not available (Why is that?)
• 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
• Least squares estimation for the linear self-repelling diffusion driven by \(\alpha \)-stable motions
• On the linear fractional self-attracting diffusion
• Convergence and parameter estimation of the linear weighted-fractional self-repelling diffusion

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