Bulletin of the
Korean Mathematical Society
BKMS

ISSN(Print) 1015-8634 ISSN(Online) 2234-3016

Article

HOME ALL ARTICLES View

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.

The local time of the linear self-attracting diffusion driven by weighted fractional Brownian motion

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).

Stats or Metrics

Share this article on :

Related articles in BKMS