Self-interacting diffusions: long-time behaviour and exit-problem in the convex case
Language
en
Document de travail - Pré-publication
English Abstract
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 ...Read more >
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 Kramers' type law for the first exit-time of the process from domain of attractions when the landscapes are uniformly convex.Read less <
English Keywords
Kramers' law
Deterministic flow
Exit-time
Self-interacting diffusion
long time behaviour
ANR Project
Métastabilité pour des processus non-linéaires - ANR-19-CE40-0009
Origin
Hal imported