On the linear fractional self-attracting diffusion
Probability
2007-07-19 v1
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 .
Cite
@article{arxiv.0707.2627,
title = {On the linear fractional self-attracting diffusion},
author = {Litan Yan and Yu Sun and Yunsheng Lu},
journal= {arXiv preprint arXiv:0707.2627},
year = {2007}
}
Comments
14 Pages. To appear in Journal of Theoretical Probability