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 %given by the stochastic differential equation: where , , is the usual scalar product in , and is a Brownian motion on . From this follows the almost-sure convergence of the real-valued self-attracting diffusion where 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