Rate of convergence of some self-attracting diffusions

DOI10.1016/j.spa.2003.10.012zbMath1075.60101OpenAlexW1981955250MaRDI QIDQ2485751

Samuel Herrmann, Michael K. R. 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 timecomparison resultalmost sure convergencelong memory process

Mathematics Subject Classification ID

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

Related Items (9)

Deviation properties for linear self-attracting diffusion process and applications ⋮ Unnamed Item ⋮ 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 ⋮ The laws of large numbers associated with the linear self-attracting diffusion driven by fractional Brownian motion and applications ⋮ The long time behavior of the fractional Ornstein-Uhlenbeck process with linear self-repelling drift ⋮ On the linear fractional self-attracting diffusion ⋮ Self-repelling diffusions on a Riemannian manifold ⋮ Least squares estimation for the linear self-repelling diffusion driven by \(\alpha \)-stable motions

Cites Work

• Self-attracting diffusions: Case of the constant interaction
• Boundedness and convergence of some self-attracting diffusions
• Self attracting diffusions: Two case studies
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