Self attracting diffusions on a sphere and application to a periodic case

DOI10.1214/16-ECP4547zbMath1345.60087arXiv1501.04827MaRDI QIDQ303686

Carl-Erik Gauthier

Publication date: 22 August 2016

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1501.04827

zbMATH Keywords

stochastic differential equationsconvergence ratealmost sure convergenceself-interacting diffusionsasymptotic pseudotrajectoriesreinforced processes

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Strong limit theorems (60F15) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Diffusion processes (60J60) Sample path properties (60G17) Functional limit theorems; invariance principles (60F17)

Related Items (7)

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 ⋮ Strongly self-interacting processes on the circle ⋮ 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 ⋮ Least squares estimation for the linear self-repelling diffusion driven by \(\alpha \)-stable motions

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