Non-uniqueness of stationary measures for self-stabilizing processes

DOI10.1016/j.spa.2010.03.009zbMath1197.60052arXiv0903.2460OpenAlexW2159128225MaRDI QIDQ981024

Samuel Herrmann, Julian Tugaut

Publication date: 8 July 2010

Published in: Stochastic Processes and their Applications, ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0903.2460

zbMATH Keywords

fixed point theoremLaplace methoddouble-well potentialstationary measuresLaplace's methodperturbed dynamical systemMcKean-Vlasov stochastic differential equationsself-interacting diffusionperturbed dynamical systemsMcKean-Vlasov equation, stationary measures

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Diffusion processes (60J60)

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Cites Work

• Large deviations and a Kramers' type law for self-stabilizing diffusions
• Nonlinear self-stabilizing processes. I: Existence, invariant probability, propagation of chaos
• Nonlinear self-stabilizing processes. II: Convergence to invariant probability
• A certain class of diffusion processes associated with nonlinear parabolic equations
• A law of large numbers for moderately interacting diffusion processes
• A CLASS OF MARKOV PROCESSES ASSOCIATED WITH NONLINEAR PARABOLIC EQUATIONS
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