Asymptotic behaviour on the linear self-interacting diffusion driven by α-stable motion

DOI10.1080/17442508.2020.1869239zbMath1496.60051OpenAlexW3125997785MaRDI QIDQ5086725

Litan Yan, Xichao Sun

Publication date: 7 July 2022

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2020.1869239

zbMATH Keywords

self-interacting diffusionconvergence with probability one\(\alpha\)-stable motionstable integral

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Stable stochastic processes (60G52)

Related Items (3)

Deviation properties for linear self-attracting diffusion process and applications ⋮ An explicit method for the self-interacting diffusion driven by fractional Brownian motion under global Lipschitz conditions ⋮ Asymptotic properties for quadratic functionals of linear self-repelling diffusion process and applications

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