The long time behavior of the fractional Ornstein-Uhlenbeck process with linear self-repelling drift
From MaRDI portal
Publication:6192420
DOI10.1007/s10473-024-0216-xOpenAlexW4391568334WikidataQ128541122 ScholiaQ128541122MaRDI QIDQ6192420
Xiaoyu Xia, Litan Yan, Qing Yang
Publication date: 11 March 2024
Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10473-024-0216-x
Fractional processes, including fractional Brownian motion (60G22) Asymptotic behavior of solutions to PDEs (35B40) Rate of convergence, degree of approximation (41A25) Stochastic difference equations (39A50)
Cites Work
- Self-repelling diffusions via an infinite dimensional approach
- Self attracting diffusions on a sphere and application to a periodic case
- Selected aspects of fractional Brownian motion.
- An asymptotic result for Brownian polymers
- On the linear fractional self-attracting diffusion
- Asymptotic behavior of Brownian polymers
- Sur une intégrale pour les processus à \(\alpha\)-variation bornée. (On an integral for processes with bounded \(\alpha\)-variation)
- Self-interacting diffusions.
- Boundedness and convergence of some self-attracting diffusions
- Self attracting diffusions: Two case studies
- Stochastic calculus for fractional Brownian motion and related processes.
- Rate of convergence of some self-attracting diffusions
- The strong law of large numbers for a Brownian polymer
- The laws of large numbers associated with the linear self-attracting diffusion driven by fractional Brownian motion and applications
- Analysis of Variations for Self-similar Processes
- Integral transformations and anticipative calculus for fractional Brownian motions
- The Malliavin Calculus and Related Topics
- Least squares estimation for a linear self-repelling diffusion driven by fractional Brownian motion
- Stochastic Calculus for Fractional Brownian Motion and Applications
This page was built for publication: The long time behavior of the fractional Ornstein-Uhlenbeck process with linear self-repelling drift
