Some particular self-interacting diffusions: ergodic behaviour and almost sure convergence

DOI10.3150/10-BEJ310zbMath1242.60101arXiv0707.2908MaRDI QIDQ654406

Aline Kurtzmann, Sébastien Chambeu

Publication date: 28 December 2011

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0707.2908

zbMATH Keywords

stochastic approximation; reinforced processes; self-interaction diffusion

Mathematics Subject Classification ID

60F15: Strong limit theorems

60K35: Interacting random processes; statistical mechanics type models; percolation theory

60J60: Diffusion processes

Related Items

Deviation properties for linear self-attracting diffusion process and applications, 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, Random walk with barycentric self-interaction, Convergence in distribution of some self-interacting diffusions, Long time behaviour and stationary regime of memory gradient diffusions

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Self-attracting diffusions: Case of the constant interaction
• An asymptotic result for Brownian polymers
• A survey of random processes with reinforcement
• Self-interacting diffusions: a simulated annealing version
• Self-avoiding random walk: A Brownian motion model with local time drift
• On skew Brownian motion
• Asymptotic behavior of Brownian polymers
• Ergodic properties of weak asymptotic pseudotrajectories for semiflows
• Self-interacting diffusions.
• Boundedness and convergence of some self-attracting diffusions
• Self attracting diffusions: Two case studies
• The ODE method for some self-interacting diffusions on \(\mathbb R^d\)
• The strong law of large numbers for a Brownian polymer
• Self-interacting diffusions. III: Symmetric interactions