English

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 12<H<34\frac12<H<\frac3{4}.

Keywords

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

R2 v1 2026-06-21T08:59:16.753Z