Large Time Behavior on the Linear Self-Interacting Diffusion Driven by Sub-Fractional Brownian Motion II: Self-Attracting Case

In this study, as a continuation to the studies of the self-interaction diffusion driven by subfractional Brownian motion SH, we analyze the asymptotic behavior of the linear self-attracting diffusion:dXtH=dStH−θ∫0t(XtH−XsH)dsdt+νdt,X0H=0,where θ > 0 and ν∈R are two parameters. When θ < 0, the...

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Hlavní autoři:	Rui Guo, Han Gao, Yang Jin, Litan Yan
Médium:	Artigo
Jazyk:	Inglês
Vydáno:	Frontiers Media S.A. 2022-01-01
Edice:	Frontiers in Physics
Témata:	subfractional Brownian motion self-attracting diffusion law of large numbers Malliavin calculus asymptotic distribution
On-line přístup:	https://www.frontiersin.org/articles/10.3389/fphy.2021.791858/full
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