The local time of the linear self-attracting diffusion driven by weighted fractional Brownian motion
Bull. Korean Math. Soc. 2020 Vol. 57, No. 3, 547-568
Published online April 24, 2020
Printed May 31, 2020
Qin Chen, Guangjun Shen, Qingbo Wang
Fuyang Normal University; Chuzhou University; Anhui Normal University
Abstract : 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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