Bull. Korean Math. Soc. 2020; 57(3): 547-568
Online first article April 24, 2020 Printed May 31, 2020
https://doi.org/10.4134/BKMS.b180852
Copyright © The Korean Mathematical Society.
Qin Chen, Guangjun Shen, Qingbo Wang
Fuyang Normal University; Chuzhou University; Anhui Normal University
In this paper, we introduce the linear self-attracting diffusion driven by a weighted fractional Brownian motion with weighting exponent $a>-1$ and Hurst index $|b| Keywords: Weighted fractional Brownian motion, self-attracting diffusion, intersection local time MSC numbers: 60G15, 60J55, 60H05 Supported by: This research is supported by the Distinguished Young Scholars Foundation of Anhui Province (1608085J06), the National Natural Science Foundation of China (11271020).
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