On the exit-problem for self-interacting diffusions

MaRDI QIDQ6389151zbMATH OpenFDO

Authors Ashot Aleksian, Pierre Del Moral, Aline Kurtzmann, Julian Tugaut

Publication date 25 January 2022

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Abstract: 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 (of the occupation measure of the self-interacting process toward some explicit Gibbs measure) previously obtained in cite{kk-ejp} for a convex confinment potential $V$ and a convex interaction potential can be bounded uniformly with respect to $sigma$. Then, we prove an Arrhenius-type law for the first exit-time from a domain (satisfying classical hypotheses of Freidlin-Wentzell theory).

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