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Self-interacting diffusions II : convergence in law

Michel Benaïm; Olivier Raimond

Annales de l'I.H.P. Probabilités et statistiques (2003)

  • Volume: 39, Issue: 6, page 1043-1055
  • ISSN: 0246-0203

How to cite

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Benaïm, Michel, and Raimond, Olivier. "Self-interacting diffusions II : convergence in law." Annales de l'I.H.P. Probabilités et statistiques 39.6 (2003): 1043-1055. <http://eudml.org/doc/77787>.

@article{Benaïm2003,
author = {Benaïm, Michel, Raimond, Olivier},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {Riemannian manifold; self-interacting diffusion process; stochastic differential equation; convergence in law; Girsanov transform},
language = {eng},
number = {6},
pages = {1043-1055},
publisher = {Elsevier},
title = {Self-interacting diffusions II : convergence in law},
url = {http://eudml.org/doc/77787},
volume = {39},
year = {2003},
}

TY - JOUR
AU - Benaïm, Michel
AU - Raimond, Olivier
TI - Self-interacting diffusions II : convergence in law
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2003
PB - Elsevier
VL - 39
IS - 6
SP - 1043
EP - 1055
LA - eng
KW - Riemannian manifold; self-interacting diffusion process; stochastic differential equation; convergence in law; Girsanov transform
UR - http://eudml.org/doc/77787
ER -

References

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  1. [1] M. Benaïm, M. Ledoux, O. Raimond, Self-interacting diffusions, Probab. Theory Related Fields122 (2002) 1-41. Zbl1042.60060MR1883716
  2. [2] M. Benaïm, O. Raimond, On self attracting/repelling diffusions, C.R. Acad. Sci. Paris, Ser. I335 (2002) 541-544. Zbl1030.60075MR1936828
  3. [3] N. Ikeda, S. Watanabe, Stochastic Differential Equation and Diffusion Processes, North-Holland, 1981. Zbl0684.60040MR1011252
  4. [4] J. Nash, The embedding theorem for Riemannian manifolds, Ann. Math.63 (1956) 20-63. Zbl0070.38603MR75639

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