Asymptotic behavior of some self-interacting diffusions driven by fBm

时   间：  2022-10-14 14:00 — 15:00

Let $B^H=\{B^H_t,t\geq 0\}$ be a fractional Brownian motion with Hurst index $H\in (0,1)$.

In this talk, we consider asymptotic behaviors of several self-interacting diffusions of the form
$$
X_t=X_0+B^H_t+\int_0^t\int_0^sf(X_s-X_u)duds,
$$
where $f$ is a Borel function.