Boundedness and convergence of some self-attracting diffusions

Mathematische Annalen - Tập 325 - Trang 81-96 - 2003
Samuel Herrmann1, Bernard Roynette1
1Institut de Mathématiques Elie Cartan, Université Henri Poincaré, B.P. 239, 54506 Vandoeuvre-lès-Nancy Cedex, France (e-mail: {Samuel.Herrmann@, Bernard.Roynette}@iecn.u-nancy.fr), , FR

Tóm tắt

 We consider some self-attracting diffusions and study the behaviour of their paths when time tends to infinity. We prove that, in case the interaction is nonlocal, the paths are bounded a.s. even if they don't converge. Otherwise, we generalize the convergence result of M. Cranston and Y. Le Jan.