Self-repelling diffusions via an infinite dimensional approach
DOI10.1007/s40072-015-0059-5zbMath1337.60185arXiv1408.6397OpenAlexW3102298957MaRDI QIDQ282601
Carl-Erik Gauthier, Michel Benaïm, Ioana Ciotir
Publication date: 12 May 2016
Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1408.6397
Banach spacesstochastic differential equationsFeller propertyinvariant probability measurereinforced processself-interacting diffusions
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60)
Related Items (10)
Cites Work
- Unnamed Item
- Diffusivity bounds for 1D Brownian polymers
- Self-attracting diffusions: Case of the constant interaction
- Self-repelling diffusions on a Riemannian manifold
- Kolmogorov equations for stochastic PDEs.
- A survey of random processes with reinforcement
- Self-avoiding random walk: A Brownian motion model with local time drift
- Asymptotic behavior of Brownian polymers
- Vertex-reinforced random walks and a conjecture of Pemantle
- Self-interacting diffusions. II: Convergence in law.
- Self-interacting diffusions.
- Self attracting diffusions: Two case studies
- A concise course on stochastic partial differential equations
- Self-interacting diffusions. III: Symmetric interactions
- Exponential Rate of Convergence to Equilibrium for a Model Describing Fiber Lay-Down Processes
- Foundations of Modern Probability
- Ergodicity for Infinite Dimensional Systems
- Reinforced random walk
- Stochastic Equations in Infinite Dimensions
This page was built for publication: Self-repelling diffusions via an infinite dimensional approach