Self-interacting diffusions. II: Convergence in law.

MaRDI QIDQ1413103zbMATH OpenFDO

Authors Michel Benaïm, Olivier Raimond

Publication date 16 November 2003

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=AIHPB_2003__39_6_1043_0, https://eudml.org/doc/77787

zbMATH Keywords

stochastic differential equationRiemannian manifoldconvergence in lawGirsanov transformself-interacting diffusion process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes and stochastic analysis on manifolds (58J65)

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