On the Linear Fractional Self-attracting Diffusion |
| |
Authors: | Litan Yan Yu Sun Yunsheng Lu |
| |
Institution: | (1) Department of Mathematics, College of Science, Donghua University, 2999 North Renmin Rd., Songjiang, Shanghai, 201620, People’s Republic of China |
| |
Abstract: | In this paper, we introduce the linear fractional self-attracting diffusion driven by a fractional Brownian motion with Hurst
index 1/2<H<1, which is analogous to the linear self-attracting diffusion. For 1-dimensional process we study its convergence and the
corresponding weighted local time. For 2-dimensional process, as a related problem, we show that the renormalized self-intersection
local time exists in L
2 if 1/2<H<3/4.
The Project-sponsored by NSFC (10571025) and the Key Project of Chinese Ministry of Education (No.106076). |
| |
Keywords: | Fractional Brownian motion Self-attracting diffusion The fractional It? integrals Local time and self-intersection local time |
本文献已被 SpringerLink 等数据库收录! |
|