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

top

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

top
  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

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

                
Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.