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math.PR2003
Self-Interacting Diffusions : Symmetric Interactions
Michel Benaim, Olivier Raimond
Let be a compact Riemannian manifold. A {\em self-interacting diffusion} on is a stochastic process solution to $$dX_t = dW_t(X_t) - \frac{1}{t}(\int_0^t \nabla V_{X_s}(X_t…
math.PR2003★ 6 cited
The noise of a Brownian sticky flow is black
Yves Le Jan, Olivier Raimond
In this note, it is proved that the noise (in the sense of Tsirelson) generated by a Brownian sticky flow (as defined in math.PR/0211387) is black.