English

Self attracting diffusions on a sphere and application to a periodic case

Probability 2015-09-07 v2

Abstract

This paper proves almost-sure convergence for the self-attracting diffusion on the unit sphere dX(t)=σdWt(X(t))a0tSnVXs(Xt)dsdt,X(0)=xSndX(t)=\sigma dW_{t}(X(t))-a\int_{0}^{t}\nabla_{\mathbb{S}^n}V_{X_s}(X_t) dsdt,\qquad X(0)=x\in\mathbb{S}^n %given by the stochastic differential equation: dXt=σdWt+a0tsin(XtXs)dsdt,dX_{t}=\sigma dW_{t}+a\int_{0}^{t}\sin(X_{t}-X_{s})dsdt, where σ>0\sigma >0, a<0a < 0, Vy(x)=x,yV_y(x)=\langle x,y\rangle is the usual scalar product in Rn\mathbb{R}^n, and (Wt(.))t0(W_{t}(.))_{t\geqslant 0} is a Brownian motion on Sn\mathbb{S}^n. From this follows the almost-sure convergence of the real-valued self-attracting diffusion dϑt=σdWt+a0tsin(ϑtϑs)dsdt,d\vartheta_{t}=\sigma dW_{t}+a\int_{0}^{t}\sin(\vartheta_{t}-\vartheta_{s})dsdt, where (Wt)t0(W_t)_{t\geqslant 0} is a real Brownian motion.

Keywords

Cite

@article{arxiv.1501.04827,
  title  = {Self attracting diffusions on a sphere and application to a periodic case},
  author = {Carl-Erik Gauthier},
  journal= {arXiv preprint arXiv:1501.04827},
  year   = {2015}
}

Comments

Version 1: 15 pages. Version 2: The result is extended to the case of the n-dimensional unit sphere. The proofs were adapted and improved, the presentation is made more transparent, but the guideline remains identical. Therefore the title was changed

R2 v1 2026-06-22T08:07:07.375Z