Title of article :
Rate of convergence of some self-attracting diffusions
Author/Authors :
Herrmann، نويسنده , , Samuel and Scheutzow، نويسنده , , Michael، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2004
Pages :
15
From page :
41
To page :
55
Abstract :
We consider the rate of convergence of the paths of some self-attracting diffusions. We prove that these diffusions are attracted by their mean-process. Moreover, under some assumptions on the interaction function f, this attraction becomes strong enough to imply the almost sure convergence of the paths. In this case, we provide an estimate of the rate of convergence which depends on the growth of f near the origin.
Keywords :
Self-attracting diffusion , Long memory process , Stopping time , Comparison result
Journal title :
Stochastic Processes and their Applications
Serial Year :
2004
Journal title :
Stochastic Processes and their Applications
Record number :
1577379
Link To Document :
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