Self-repelling diffusions on a Riemannian manifold
Sign Up to like & getrecommendations! Published in 2017 at "Probability Theory and Related Fields"
DOI: 10.1007/s00440-016-0717-1
Abstract: Let M be a compact connected oriented Riemannian manifold. The purpose of this paper is to investigate the long time behavior of a degenerate stochastic differential equation on the state space $$M\times \mathbb {R}^{n}$$M×Rn; which… read more here.
Keywords: diffusions riemannian; self repelling; probability; riemannian manifold ... See more keywords
Asymptotic properties for quadratic functionals of linear self-repelling diffusion process and applications
Sign Up to like & getrecommendations! Published in 2021 at "Stochastic Analysis and Applications"
DOI: 10.1080/07362994.2021.1950013
Abstract: In this article, for some quadratic functionals of linear self-repelling diffusion process, we study the asymptotic properties, including the deviation inequalities and Cramer-type moderate deviati... read more here.
Keywords: self repelling; diffusion process; linear self; quadratic functionals ... See more keywords