On the exit-problem for self-interacting diffusions V2
Idioma
en
Document de travail - Pré-publication
Resumen en inglés
We study the exit-time from a domain of a self-interacting diffusion, where the Brownian motion is replaced by $\sigma B_t$ for a constant $\sigma$. The first part of this work consists in showing that the rate of convergence ...Leer más >
Palabras clave en inglés
Self-interacting diffusion
exit-time
Kramers’ law
deterministic flow