On the linear fractional self-attracting diffusion

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dc.creatorYan, Litan
dc.creatorSun, Yu
dc.creatorLu, Yunsheng
dc.date2007-07-18
dc.date.accessioned2026-07-07T08:18:57Z
dc.date.available2026-07-07T08:18:57Z
dc.descriptionIn 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 $\frac12<H<\frac3{4}$.
dc.description14 Pages. To appear in Journal of Theoretical Probability
dc.identifierhttps://arxiv.org/abs/0707.2627
dc.identifierhttp://arxiv.org/abs/0707.2627
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/134614
dc.subjectProbability
dc.subject60G15, 60J55, 60H05
dc.titleOn the linear fractional self-attracting diffusion
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