Asymptotic behaviour on the linear self-interacting diffusion driven by α-stable motion
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- Least squares estimation for a linear self-repelling diffusion driven by fractional Brownian motion
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Cited in
(10)- An explicit method for the self-interacting diffusion driven by fractional Brownian motion under global Lipschitz conditions
- Rate of convergence of some self-attracting diffusions
- A simple proof of a Kramers' type law for self-stabilizing diffusions
- Deviation properties for linear self-attracting diffusion process and applications
- Asymptotic properties for quadratic functionals of linear self-repelling diffusion process and applications
- Derivatives of intersection local time for two independent symmetric \(\alpha\)-stable processes
- Asymptotic behavior of a weighted self-repelling diffusion driven by fractional Brownian motion
- Limit laws for functionals of self-intersection symmetric α -stable processes
- The linear self-attracting diffusion driven by the weighted-fractional Brownian motion. II: The parameter estimation
- Asymptotic behavior and parameter estimation of a weighted self-repelling diffusion driven by -stable motion
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