Self-interacting diffusions: long-time behaviour and exit-problem in the convex case
Langue
en
Document de travail - Pré-publication
Résumé en anglais
We study a class of time-inhomogeneous diffusion: the self-interacting one. We show a convergence result with a rate of convergence that does not depend on the diffusion coefficient. Finally, we establish a so-called ...Lire la suite >
Mots clés en anglais
Kramers' law
Deterministic flow
Exit-time
Self-interacting diffusion
long time behaviour
Project ANR
Métastabilité pour des processus non-linéaires - ANR-19-CE40-0009