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).
