Rate of convergence of some self-attracting diffusions

DOI10.1016/J.SPA.2003.10.012MaRDI QIDQ2485751zbMATHOpenAlexFDO

Authors 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

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)

Recommendations

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• Ergodicity of self-attracting motion
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• Self-interacting diffusions. IV: Rate of convergence
• Some particular self-interacting diffusions: ergodic behaviour and almost sure convergence

Cites work

• scientific article; zbMATH DE number 43057 (Why is no real title available?)
• scientific article; zbMATH DE number 51724 (Why is no real title available?)
• scientific article; zbMATH DE number 1245556 (Why is no real title available?)
• Boundedness and convergence of some self-attracting diffusions
• Self attracting diffusions: Two case studies
• Self-attracting diffusions: Case of the constant interaction

Cited in

(13)

• 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
• Deviation properties for linear self-attracting diffusion process and applications
• 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
• Self attracting diffusions on a sphere and application to a periodic case
• Least squares estimation for the linear self-repelling diffusion driven by \(\alpha \)-stable motions
• Boundedness and convergence of some self-attracting diffusions
• 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
• On the linear fractional self-attracting diffusion

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