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

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 &lt...

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Bibliographic Details
Main Authors: Rui Guo, Han Gao, Yang Jin, Litan Yan
Format: Article
Language:English
Published: Frontiers Media S.A. 2022-01-01
Series:Frontiers in Physics
Subjects:
subfractional Brownian motion
self-attracting diffusion
law of large numbers
Malliavin calculus
asymptotic distribution
Online Access:https://www.frontiersin.org/articles/10.3389/fphy.2021.791858/full

Internet

https://www.frontiersin.org/articles/10.3389/fphy.2021.791858/full

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