Some particular self-interacting diffusions: ergodic behaviour and almost sure convergence
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Publication:654406
DOI10.3150/10-BEJ310zbMath1242.60101arXiv0707.2908OpenAlexW3105344062MaRDI QIDQ654406
Aline Kurtzmann, Sébastien Chambeu
Publication date: 28 December 2011
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0707.2908
Strong limit theorems (60F15) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Diffusion processes (60J60)
Related Items (6)
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 ⋮ Random walk with barycentric self-interaction ⋮ Long time behaviour and stationary regime of memory gradient diffusions ⋮ Convergence in distribution of some self-interacting diffusions
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