Boundedness and convergence of some self-attracting diffusions

Mathematische Annalen

Volumn 325, Issue 1, 2003, Pages 81-96

  Herrmann, Samuel ^a   Roynette, Bernard ^a  

^a UNIVERSITÉ HENRI POINCARÉ NANCY 1   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0038610949     PISSN: 00255831     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00208-002-0370-0     Document Type: Article

References (9)

1. [B-S] A.N. Borodin, P. Salminen, Handbook of Brownian motion - facts and formulae, Birkhäuser Verlag, 1996
2. [C-LJ] M. Cranston, Y. Le Jan, Self-attracting diffusions: two case studies, Math. Ann., 303 (1995), 87-93
3. [G-S] I. Gihman, A.V. Skorohod, Theory of stochastic processes. III, Springer-Verlag, 1979
4. [H] S. Herrmann, Etude de processus de diffusion, thesis, Institut Elie Cartan, Nancy
5. [I-W] I. Ikeda, S. Watanabe, Stochastic Differential Equations and diffusion processes, 2nd edition, North-Holland Kodansha, 1989
6. [K-S] I. Karatzas, S.E. Shreve, Brownian motion and stochastic calculus, 2nd edition, Springer Verlag, 1991
7. [P-V] R. Pemantle, S. Volkov, Vertex-reinforced random walk on Z has finite range, Ann. Probab., 27(3) (1999), 1368-1388
8. [Ra] O. Rainmond, Self Attracting Diffusions: Case of the constant interaction, Probab. Theor. Relat. Fields, 107 (1996), 177-196
9. [Re] P. Revesz, The Laws of Large Numbers, Probability and Mathematical Statistics, Academic Press New York and London, 1968